You might want to take a look at this article:
http://support.microsoft.com/default.aspx?scid=kb;en-us;324767
Quoting from the article, here's the easiest approach:
1. Click Start, click Run, type c:\windows\repair, and then
click OK.
2. Right-click autoexec.nt, and then click Copy.
3. Click Start, click Run, type c:\windows\system32, and
then click OK.
4. Right-click anywhere in that folder, and then click
Paste.
5. Right-click the Autoexec.nt file that you just copied,
and then click Properties.
6. Click to select Read-Only, and then click OK.
Note You must enable Read-Only permissions or the file will be
removed after you restart Windows.
You can also try the following:
With your XP installation in your CD drive, open up a command
prompt window by going to Start -> Run and entering cmd.exe in
the Open box.
Click OK.
Enter the following at the command prompt:
expand X:\i386\autoexec.nt_ C:\windows\system32\autoexec.nt
Replace X with the appropriate letter of your CD drive. Also,
leave a space between _ and C.
Hit Enter.
From what I can gather, this problem is becoming a common
occurrence. It looks as if some sort of spyware/malware may be at
the root of the problem. For that reason, you might want to run a
scan with an updated antivirus program. You should also download,
install, update and run the following antispyware programs:
AdAware
http://www.spychecker.com/program/adaware.html
Spybot S & D
http://www.spychecker.com/program/spybot.html
Good luck
