Home page setting in Internet Options

In Windows XP Professional, SP1 I am not able to save the Home page setting in Internet Options. When I setup to start home page at http://www.yahoo.com and apply it and OK it. The home page setting would go back to about:blank and re-create undesirable web site on My favorite. Whenever I deleted all undesirable web sites from My Favorite it would add the same undesirable web site when I open up Internet Explorer.
I ran Norton AntiVirus 2005 for virus, spyware, and adwares. It unable to fix it. I ran Adware Pro, yet same result.

Where in Registry control the home page setting of Internet Options?

What is the best possible solution(s)for my problem?