OS 10.4 - Won't stay on desktop when start up

I tried posting this on another site's forum and got no replies, so let's try it here. My Mac Pro is running OS 10.4.10 with all updates applied. I am using the new aluminum keyboard and its associated software update, but the problem also happened with the original white KB, so I am sure the new KB and its software are not responsible.

I have a page that has a lot of folders, each containing the URL's for a category of Internet favorites. Whenever I am working from this page, I always close it out (so that the desktop is showing) before shutting down. Now, when I start up again, a lot of the time (but not always), once I am booted up, the desktop will change on its own to this page of Internet favorites folders.

Since the problem does not always happen, I don't believe that a corrupted file is responsible. Can anyone explain what is happening? Is there some setting I can edit (perhaps in the Preferences section of the Library) to make sure that the desktop will remain displayed until I select something else?

If this is something that "just happens" with Tiger, will it be corrected in Leopard?