Sounds like a virus I've dealt with a few times. If it is, all your files are still intact on your desktop, just hidden.
Press Windows Key + E to open Windows Explorer.
Press Alt to show hidden menu. (If hidden)
Go to Tools > Folder Options
Go to the view tab
Under Advanced Settings there is an option to 'Show Hidden Files, Folders and Drivers' Activate this and Click Apply.
Also, be sure to run a Virus Scan. I suggest Avast (free) and be sure to run a boot-time scan.