Referring to post at:
titled "Need HELP for Windows XP failure to run Explorer.exe after Welcome Page".
Press Ctrl+Alt+Del. If it brings up Task Manager, create a new task and run %windir%\explorer.exe. If this brings up the desktop, then according to the posted HijackThis log, this is my speculation (assuming your system is clean of malware):
Too many startup processes. Any undue change to any of them can cause problem during startup. If you could remember the very last time you had accessed the internet before this problem cropped up, did your hard disk light blinked a lot? Some programs were actively reading or writing to your machine. It could be Windows update or ZoneAlarm or others. Undo Windows update, uninstall ZoneAlarm, unintall IME, uninstall Java, etc. Try to minimize or simplify you startup process. Get replacement, another version of Java or from the other vendor, another firewall, another IME, etc.
Sorry for the delay. When I solved my similar problem, the thread is closed. So I post here in case anyone care to read. I uninstall ZoneAlarm, zap clean the registry with Registry Easy 4.7, replace it with Comodo Internet Security Free 3.5.54375.427. My XP sp2 is back to normal and desktop shows up after logon as normal.