I haven't heard about My Documents losing files before, but files on your desktop may disappear if you hyave selected the option to run the Desktop Cleanup Wizard every 60 days.
Right click an empty part of your desktop and select Properties.
Click the Desktop tab, then click the Customize desktop button. Is the option, "Run Desktop Cleanup Wizard every 60 days" selected?
If so, search your desktop for a folder called "Old desktop items", or something similar.
I have to ask, are you storing Files on your desktop, or shortcuts to those files? The desktop is just a folder on your hard-drive but it has to be checked every time you start the computer. If you have a lot of files or programs in the desktop folder it slows the startup a little.
It is always best to install programs in your own folders or in the Program Files folder, and to store files, (documents, pictures etc), i your own folders or in the My Documents folder. Make shortcuts to them if you wish onto the desktop, but keep the desktop free of clutter otherwise.
In the past week or so I have noticed that my files in windows xp are disappearing. I can find the file if I do a system search, but I can't see them if they are on my desktop or in my documents. Also I found if i rename the folder it will show up for me. I have gone in to my tools and made my hidden files show up, but the files I want won't show up. What should I do?