Open folder on re-boot

I have a folder on my desktop that, for lack of a better term, I called “Frequently Used Items”. I always left this folder open when I shutdown. When I would re-boot, this folder was always opened for me. In otherwords, the folders returned as they were when I shutdown. I hace since installed service pack 3 on my W2k pro. This no longer happens. I have searched in vain to find the option to allow this to reoccur. Can anyone help?
Thanks