Icons don't show up?

Ok, so I was playing F.E.A.R. a couple of hours ago, then as soon as i finished, the icons on my desktop disappeared! The same thing happened to me about 5 times last week after i finished playing San Andreas, and just for about ANY game i played, the icons disappeared when i closed it! I scanned for viruses with AVG and I found nothing! What the f*** is the problem? thanks. P.S: even the taskbar icons, and some icons on firefox are gone too!