In case you are wondering why your Windows XP Desktop Icons have a background, here is a quick guide to restore your transparent background of your XP Dekstop Icons.
To set the transparent background of your desktop icons, you’ll need to open System Properties in Control Panel or right-click My Computer and select Properties.
On the System Properties dialog box, click the Advanced tab, and then the Settings button under the Performance section.
Scroll down and look for the checkbox “Use drop shadows for icon labels on the desktop” and check it to restore the transparency of your desktop icons.
If the above guide doesn’t work you might want to check if you are displaying a website as your background. To check this, right-click on the desktop then click Properties. Select Customize desktop under Desktop tab, then select the Web tab on the desktop items window and deselect any web pages that are shown.