Windows – How to stop auto-changing registry values

My computer (Windows XP Home Edition SP3) is changing registry values by itself.

Under HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\System, I have DisableRegistryTools and DisableTaskMgr set to 0:

However, for some reason, the values jump back to 1 after a couple of seconds. And regardless of how many times I set it to 0, it will soon jump back to 1 after a while.

Thinking that it may be some rogue program, I downloaded Process Explorer and took a look at the running processes:

All the processes are from Microsoft, Apple, NVIDIA, and Oracle, and they look pretty authentic.

Next, as suggested, I killed rundll32.exe and ran Process Monitor. In Regedit I queried HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\system\DisableRegistryTools (it returns 1). Then I changed the value to 0, as shown:

... (there's alot of entries, I was searching for the string "disableregistrytools") ...
12:25:34.8264490 AM regedit.exe 3192    RegQueryValue   HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\system\DisableRegistryTools SUCCESS Type: REG_DWORD, Length: 4, Data: 1
12:25:34.8264696 AM regedit.exe 3192    RegQueryValue   HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\system\DisableRegistryTools SUCCESS Type: REG_DWORD, Length: 4, Data: 1
12:25:35.9547009 AM regedit.exe 3192    RegSetValue HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\system\DisableRegistryTools SUCCESS Type: REG_DWORD, Length: 4, Data: 0
...

I waited for roughly 2 minutes. Process Monitor is constantly updating its values, yet searching for the string "disableregistrytools" yields no furthur results. Then at 12:27:35, I performed a double-click in the Registry Editor program on the value DisableRegistryTools so that I can read its updated value:

The value jumped from 0 to 1.

Returning back to Process Monitor, now I see two additional entries when searching for the string "disableregistrytools":

...
12:27:35.6996148 AM regedit.exe 3192    RegQueryValue   HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\system\DisableRegistryTools SUCCESS Type: REG_DWORD, Length: 4, Data: 1
12:27:35.6996148 AM regedit.exe 3192    RegQueryValue   HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\system\DisableRegistryTools SUCCESS Type: REG_DWORD, Length: 4, Data: 1
...

For some reason Process Monitor seems to fail to log the registry change.

What may be causing the problem?