Which version of windows are you using?
What was the last move you made before you lost your desktop?
I'm going to assume you tried re-booting the system in safe mode?
Have you tried restarting explorer??
Close all Explorer windows.
Hit Ctrl-Alt-Del, and then click Task Manager.
In the Windows Task Manager application that appears, select New Task (Run) from the File menu.
Type Explorer and click Ok.
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