|Please more info - firstly, your spec says Windows 7 but you are posting in the Vista forum. Is it 7 or Vista?|
The icons on the desktop are normally just shortcuts. If this has only occurred with shortcuts then it could indicate a problem with windows no longer recognizing it's own shortcut files.
Go into "My Documents" are you getting the same thing in my documents?
Go into "My Computer" then C: or Local Disk (C:), etc. Do you see the same thing there?
Lastly, go into "My Computer" "Local Disk (c:)" > Documents and settings > [YOUR USER NAME] > desktop. Do you see the same situation here?
Please post results!