1) Hold down the key in between "CTRL" And "ALT" that has the Windows logo on it and press Pause/Break [in between f12 and Num Lock]
2) Click the "Advanced" Tab
3) Click the first "Settings" button, under Performance.
4) Scroll down to the bottom of the list and make sure "Use drop shadows for icons on the desktop" is checked [it's the second to last option].
5) Click on the "Apply" and / or "OK" button on every window that you opened. The text under the icons on your desktop should now not have a background but a small drop shadow [the default option in Windows XP]