|This applies to XP Pro. You do not say what Edition you have.|
How to assign a mandatory user profile in Windows XP
(NOT that you want to do that, but some ideas)
OR it could be that you have a corrupted Profile, such that XP loads the Default User profile. That profile is loaded when a new user logs in for the first time.
How to copy data from a corrupted user profile to a new profile
The glossary in Windows HELP says ---
The profile that serves as a basis for all user profiles. Every user profile begins as a copy of the default user profile.