ML restores all apps and windows

Hi dudes

all apps and opened windows restore when i shut down the computer or restart it also the background "Wallpaper" even though i did clean installation of ML then and activate the following button

http://cl.ly/image/2O1V1z0e1Q09

Could it be a bug ??

also removed this still the problem exist even the wallpaper it does not change after log in it returns to default

http://cl.ly/image/3T3m290Q3s3B



Help guys it was amazing with lion