Cahnging the default drag/drop action in XP

On one of the machines in this office, dragging a file attachment out of Outlook onto the desktop results in XP trying to do something image-related with it (even though the file itself isn’t an image); right-clicking and dragging reveals that, as well as ‘copy’ and ‘move’, there is an option “Create New Active Desktop Images Here” and this entry is in bold, indicating that it is the default (which is why it’s happening with a left-click/drag.

How can I change the default back to ‘copy’?

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