Well I'm glad to hear I'm not the only one who has encountered this. I've tried to reset the folders options through Control Panel and it works for a time but then the settings revert back to the way Windows wants to handle them, not the way I want to handle them.
And another thing that helps a little bit is to avoid the libraries altogether and just create a folder directly off the desktop for videos, pictures, documents, etc... It's not ideal. I still have to re-sort them even there, regardless. It just doesn't seem to lock them down.
I don't remember XP doing this kind of re-sorting on it's own. I think TOO MANY options are in play here.