I think you may have been infected by what was once a simple worm which disables that option so to hide itself.
==Please download Malwarebytes' Anti-Malware
from: http://www.majorgeeks.com/Malwarebyt...are_d5756.html
or: http://www.besttechie.net/tools/mbam-setup.exe
=Dclick that file, mbam-setup.exe, to install the application,
-ensure that it is set to update and start, else start it via the icon.
Select "Perform Quick Scan", then click Scan; the application will guide you through the remaining steps.
ENSURE that EVERYTHING found has a CHECKMARK against it, then click Remove Selected.
If malware has been found [and removed] MBAM will automatically produce a log for you... do not click the Save Logfile button.
When it completes examine the log: if some files are listed as Delete on Reboot then restart your machine before continuing.
Post the Notepad log [it is also saved under Logs tab in MBAM].
Check the results.... if MBAM does not detect and delete autorun.inf then please...
==Run a BitDefender online scan: http://www.bitdefender.com/scan8/ie.html -use the Download button for the 30 Days Trial product; post the results, please.

Is it XP home or pro?

In xp pro you can toggle it using Group Policy, xp home requires a registry hack.

Hello sir,
Thanks for replying.
I've done all the process & there is 6 file found infected & I delete them. But the problem still same so if there is another solution then please tell me...........

Are you joined to a domain or not?