On windows XP, you can fix this by thawing the machine and logging in as a throw-away user account (a fresh account you create just for this purpose). While logged in as this user, set the profile up however you want, including the browsers, media player, office, acrobat, and any other programs that show special "first launch" screens. Now is a good time to set up a printer as well.
Now log off, but don't freeze the machine yet. Log in with an administrator account, open the control panel, and launch the "System" applet. On the "Advanced" tab, click the "Settings..." button in the "User Profiles" area. This will open a window that allows you to copy the account you just set up to another location. You want to copy it over top of the "Default User" profile, so that you replace that profile. When you do this, also make sure to use the "Change" button to give the "Everyone" group access to use the profile.
Now you can freeze the machine again. Note that copying profiles like this is not normally a recommended procedure, because over the life of a machine as you continue to use the procedure you can create windows registry issues that result in instability of the system. However, it's safe to do in conjunction with deep freeze because the frozen state of the machine prevents these issues of lingering and multiplying over time as they would on an unfrozen machine.