The answer in the MS Knowledge base often only works until you reboot the system and then the problem returns.
This is because SP2 actually deletes the file autoexec.nt each time it closes down.
The MS help line suggests reinstalling XP and SP2 but in my experience that did not work.
A work around to solve the problem is to right click on the file autoexec.nt to select properties and to check the box to make the file read only.
Since I made that change I have had no further problems