icons not transparent anymore in xp
 

i was working in word and had to copy an image in a word file to the desktop.
Now apparently its quite an operation to do this simple so alot of popups with messages came up and i instantly clicked everything "ok" cuz i was highly irritated.
Now the icons aint transparent anymore and i tried this already:

>Configuration
>>System
>>>Advanced
>>>>the top 'Settings' (or whatever 'instellingen' is in english)

And here u can select or deselect it but it doesnt make any difference

What did i do and how can i change it back?
thanks.