User / Admin rights on HP/Compaq T5710 thin client

Hi,
I just picked up this thin client and just reinstalled the XPe from a flash
drive. Installation went well, all drivers went on, everything work fine. I
am just having a couple problems:

One problem is once I set up my desktop and screen resolution, after I
reboot, it goes back to the default with the 800X600 resolution, and the
icons that were there went I first reinstalled the OS. Seems like it isn't
saving my settings.

Also, when I click on some icons in the control panel like, User Accounts,
Add/Remove Programs, etc; it keeps saying, "the requested feature is not
available".

Also I am trying to install google toolbar but the Sygate is not allowing it
- and when I click on the Sygate program to open it, nothing happens.

Down in the tasbar next to the clock, there is a green "lock" icon and when
I hover over it, it says "enabled". I believe this is probably the root of
the problems - it is not allowing me to make any modifications. How do I
DISABLE, so that I can modify??

I understand the thin client is not a full fledged PC, but it should give me
some configurability!

Any help would be GREATLY appreciated!! Thanks!!