Check your local security policy. Start->Run->secpol.msc
Local Policies->User Rights Assignment
If you see anything there that looks like a Domain account, then you've had group policies pushed down from a domain. Such an indication would be if the "Allow log on locally" policy had a user listed as "anything\user"
Of course if you were the last person to install XP on this computer and you didn't have it on a domain, then everything I'm saying is moot.
If someone else did the install and you are the user then policies are most likely the culprit. And example would be a company assigned laptop where the users are given an admin account so they can install software without calling IT, but they cannot mess with network settings or add hardware.
It's also possible that malware has done something to your local security policy in an attempt and preventing removal.
In either case, the following link explains how you would reset your policies back to default:
https://helpdeskgeek.com/how-to/reset-local-security-policy/
