When I restart or turn off the computer all new installed programs disappear as I never installed them before. What should I change in my settings, and where, so that the computer saves the programs?
Is this your computer? If not, someone may have installed a program like Deep Freeze, or XP's SteadyState which will revert the computer to a 'clean' state after each reboot in an attempt to prevent malicious or unwanted software installed by users, without removing their right to install things.
This is pretty common in places like computer-labs and libraries (etc.).
From Faronics (DeepFreeze authors):
Some other SuperUser questions to get you going:
If you don't have the "Thaw" password for DeepFreeze it's not going to be easy (if at all possible).
From the way you phrase your question, I have to assume that this is your computer. I could be wrong... but why would you be asking about changing your settings, if this wasn't your computer?
So, going on the assumption that this is indeed your computer, your existing profile could be corrupted. Granted, this scenario is typically accompanied by an error message that Windows cannot load the profile. But, you could proceed on the assumption that your profile is corrupt, and follow the instructions here at this Microsoft article for copying your information out of it. You would be creating a new profile in the process.
It is also possible that at some point, due to using a system restore point (that's just one way though), a duplicate of your profile was created. If you can log into your computer using Safe Mode (tap F8 repeatedly immediately after it boots to bring up the Safe Mode menu), and then log in as the Administrator. Open up Windows Explorer, and browse to the directory called "Documents and Settings" on the C drive. You should see your user profile directory (it will be named whatever you named the profile). Do you see a second user profile directory with the extension ".XP"? If so, this could be the issue. Change the Explorer view to Details, examine the Modified date on both folders, and delete the newest version of your profile. This will enable you to use the old one again. This is a pretty specific circumstance, but it has happened to quite a few people.