OEM Windows XP Home Media Center Issues

HELP!

I really don't know what I am doing when it comes to installing OS.

I have bought this OEM software from Newegg

It's a system builder version which I guess I should have never ordered but I can't return it because I have since opened it.

My dilemma:

It took me 3 attempts to get where I am at and so bare with me if I fail to be clear.

After installation was completed, it rebooted just fine but there are no desktop icons (except recycle bin)...I mean NONE whatsoever. I need to know how to set all these icons. If manually, how do I do that?

Secondly, I wanted to run a setup disk (cd) for a wireless adapter however it does not autorun nor will it run if I click on setup.exe. Its as though I don't have admin rights. I checked the the user account settings and the default user does indeed indicate full admin rights.

I need to be able to run the above cd disk so I can access the internet via the wireless adapter that is connected to the main router.

I feel really stupid here. I have installed various Windows OS before but never any kind of XP version (nor Vista).

The computer is a Media computer but maybe there are fews things I need to do before I can really do what I want it to do but the instructions never indicated anything of that nature.

I hope you can assist.

Thanks.