a few other things to try:
Go to C:\Documents and setting\User_name\Desktop. Can U your shortcuts there? If , so, they are hidden
Right click desktop>Arrange icons by>Show Desktop icons
Go to Right click desktop>Properties>Desktop>General tab. See if
Run Desktop Cleaner every 60 days is checked.
This makes your unused icons to be moved to a folder on Desktop. just look for the folder on desktop.
If you just had shortcuts, then just make new ones, from you programs (*.exe's) in Program files.