Right Click a Blank portion of the sceen, Select Properties, then Screen Saver and check what screen saver if any your are using, Suggest to test this select 'None' and click apply and OK and try that setting for a while to see if anything pops up again, also chceck the Themes tab and make sure your using the Windows XP theme.
Just could be you have managed to download or installed a screen saver or theme as part of something else that is trying too alter the way your screen presents to you.