System Restore is a feature of Windows XP that allows you to change your system back to a date when it did work. Anything you've done such as documents, songs you've downloaded, bookmarks etc will stay the same. The only thing it changes, to oversimplify things, is the registry. It will change it back to a date that you specify, all was working.
Start->All Programs->Accessories->System Tools->System Restore
The program front end is a calendar. You just click a date that everything worked fine and it will restore your computer back to the way it was on that date.
Again, any work you've done, authored, downloaded, changed will remain as it is right now, only your system settings will be changed to the previous dates data.