I am getting this error when i try to change my desktop wallpaper or trying to restore my windows by system restore...

Hi gashibari,Did you make any software or hardware changes on your machine prior to this issue?Let’s follow these methods & check if it helps.Method 1You may try to re-register the urlmon.dll file & check if the issue persists.Click on Start > Run and type ‘regsvr32 urlmon.dll’ in the open box & press OK.Method 2If ‘Method 1’ doesn’t help,you may run System File Checker [SFC] scan on the computer which will replace the missing or corrupt files & check if the issue persists.a. Type ‘cmd’ in Start > Run box. Right click on cmd in the Program list and then select the option Run as administrator.b. Type the following command, and then press ENTER: sfc /scannowFor more information refer this link.Description of Windows XP and Windows Server 2003 System File Checker (Sfc.exe)Hope the information helps. Please post back and let us know.RegardsDebleena SMicrosoft Answers Support EngineerVisit our Microsoft Answers Feedback Forum and let us know what you think.

thnx Debleena but the "method 1" didnt work and when i try method 2 it keeps on giving me an error to insert my windows service pack 3 cd in my rom(which i already have) and yes i did upgrade my internet explorer from 6 to 8 but later uninstaled the newer version.....

Hi gashibari,a) I would suggest you to uninstall Service Pack 3 temporarily. Thereafter, try to run System File Checker [SFC] scan and check if the issue re-appears.To remove SP 3, you may follow this link: How to remove Windows XP Service Pack 3 from your computerb) Later, reinstall SP 3. For more information, refer: Learn how to install Windows XP Service Pack 3Hope the information helps. Please post back and let us know.RegardsDebleena SMicrosoft Answers Support EngineerVisit our Microsoft Answers Feedback Forum and let us know what you think.