If you installed some of the interim "update" builds of Windows XP SP1, your desktop may show "For Testing Purposes Only" after installing final SP1 update. You can safely remove this by removing the Microsoft Test Root Certificate.

To do this, use start/run/certmgr.msc and look in the "Trusted Root Certificates" section, in the list of certificates, for Microsoft Test Root. Then simply delete it (right click/delete or use the X button on the toolbar).

The Test Root certificate was installed by a small command script when you installed various interim builds, because that's just the way they work. Whenever a test root cert is installed, "For Testing Purposes" shows - overriding everything else. If no Test Root Cert, then if there's a time limit, Eval Version shows. PaintDesktopVersion regkey only shows the build, not the extra strings.