Usually when something like this happens where your icons or taskbar disappear it means there is a problem with the explorer.exe file. The executable module in Windows that contains the Start menu, taskbar, desktop and file manager. Explorer.exe is a Windows process that is run automatically at startup and remains an active process. As a test you can go to Task Manager by right clicking on your task bar and selecting Task Manager or pressing Ctrl-Alt-Del and then clicking on Task Manager. From the Applications tab click on New Task and type in explorer.exe and see if it brings your icons back.
Another method you can try. 1. Make sure you are in Task Manager as described above. 2. On the File menu, click New Task (Run). 3. Type cmd.exe, and then press Enter. 4. If necessary, change to the Windows folder by typing cd\windows. 5. Rename the Shdocvw.dll file by typing ren shdocvw.dll shdocvw.old. 6. Restart the computer.
You can also type in MSconfig from the New Task (Run) box and uncheck any items from the Startup and Services tabs that you don't need or that look like they don't belong just in case something is starting with your computer that is causing the problem.
Another thing to do is to run the Windows System File Checker from the New Task (Run) box by typing sfc /scannow to have it check your system files for errors. You may need the Windows XP CD in case it asks for it.
Another option is to try a System Restore back to a point before this problem started happening. You can type %systemroot%\System32\restore\rstrui.exe from the New Task (Run) box as well.