EricEroc, The first thing to try is to right click your Desktop>Arrange Icons By and checkmark Show Desktop Icons. You may also want to try starting your computer in SAFE mode then restart it in Normal mode. This will rebuild the iconcache.db file and may bring the icons back. Have you tried a System Restore to the closest date prior to this problem?
I started my computer and got this:
I guess in this kind of cases an image worth a thousand words, so just look at the link.
Anyone can help me out, it would be very appreciated,