If you have no desktop icons, make sure they haven’t been turned off.
In Windows XP,
1. Right-click on the desktop, click on the Desktop tab
2. click on the “customize” tab, and under “desktop items”, make sure the checkboxes are checked.
In Windows Vista,
1. Right-click the desktop, and click on “change desktop icons” in the left pane.
2. Under “desktop icons”, and check the checkboxes.