This was posted on Microsofts support web site
SYMPTOMS
When you start Windows XP, you may experience one or more of the following behaviors:
• When you log on normally, the taskbar does not appear.
• If you press CTRL+ESC, the Start menu does not appear.
• If you log on to Windows in Safe mode, the taskbar does appear.
CAUSE
This behavior can occur if the Windows settings for a particular user account are corrupted.
If you click on the link it will take you the page and scroll down it has two possible solutions, they may require you to open up another link. If you have firefox just open the other links in a new tab to make it easy. Hope this helps
http://support.microsoft.com/kb/318027/en-us