It sounds like you're asking for 3 separate things:
1) To have all user accounts share the same desktop, use TweakUI to
customize the desktop folder for each account (and have them point to the
same folder).
Get TweakUI here:
http://www.microsoft.com/windowsxp/pro/downloads/powertoys.asp
After you've installed and launched it, go to My Computer \ Special Folders.
2) Same startup sequence - you can achieve this partially a number of ways.
For instance, you can place all of your startup icons in the "All Users"
startup folder, rather than the startup folder of the individual accounts.
To see the "All Users" startup folder, right-click the Start button, go to
"Explore All Users" and expand Start Menu \ Programs \ Startup. To see the
startup folder for an individual user, right-click the Start button, go to
"Explore", and expand Start Menu \ Programs \ Startup.
You could also redirect the Startup folder of each of your accounts via
TweakUI (see above).
However, you won't get total satisfaction unless you configure Registry
startup key identically in each account. You can see what programs launch
from the Registry startup key by launching "msconfig"
3)
so if I install to one user account, the settings I
choose automatically show for the others.
Could you clarify what settings you're referring to? Are you referring to
the application-specific settings? If so, those probably get stored in the
user profile and won't automatically propagate to your other profiles.