I've had this happen to me once. I'd somehow managed to delete the shortcuts from the desktop on XP. While I did some research on how to fix it (Which was as simple as going into Control Panel and checking the boxes next to "show 'my computer'", etc) I discovered people could modify the registry to hide things from the desktop and start menu in both XP and Vista. I forget how to show the items again but if you
Google hard enough you should get somewhere.