I have Xp windows home.I have a problem with my keyboard is not responding,but before that every time that I hit a key it will do it twice like a it will be aa. I tried to unlock by click the Esc key nothing happened,I tried to use Windows,left alt,left,left shift ,NOW it's like really lock I don't know what to do.I tried to use the windows,alt,shift right...

Unplug it, turn it upside and shake HARD.
Once you have done that run your fingers over EVERY key to ensure they are all free.
The blow in the connector and plug it back in.
You might need to reboot, but that should help.

How do I do that reboot? Without losing my pictures,songs,videos,my favorites.
If I understand well once I do that I'm going to lost everything,it's like formatted and install the sistem again.I have the recovery discs(2) I am not sure it does include the XP program.What's it exactly to back up ?how do I do that.I'm guessing I can save my stuff before even do the reboot... thank you

Reboot, is basically shutting down and turning the Computer back on.
You may try a "System Restore" back in time to a Date that worked.
For XP, I think something like Start/Control Panel(switch to Category view)/then Performance and Maintenance/System Restore/select "Restore my Computer to an earlier Time". Select a Bold Date. You shouldn't loose photos or files,
Any programs installed after that date will need to be reinstalled.