Bring up explorer and enable 'Show Hidden and System Files' then apply the change and look at your desktop. If you see the icons now, congratualtions, you have a hijacker virus that is a pain to clean up. It goes by several names depending on which version you have been infected with. Usually you have an icon in the system tray, where the time is, telling you it found a number of infections. Google that name of the program and removal instructions should easily be found.