Things you need to download before you do this:
Really, there is just one thing you need, Progman.exe from Windows XP service Pack 1. You can find it in the Downloads Section, or just click here. If you plan on replacing the non-functioning Progman.exe already present in XP service pack 2 and later with one that works you will need to go to this site and download Replacer.cmd
Making it all work:
1. Extract all the files
2. If you want to replace the non-functioning Progman.exe with the one that works, run Replacer and follow it's directions on screen. (The non functioning Progman.exe in in \Windows\System32").
3. If not, just rename Progman.exe to something else, it does not matter, and then copy it to \Windows\System32.
4. Copy Winfile.exe, Progman.hlp, and Winfile.hlp to \Windows\System32
Discuss this on the forum here.