Here is a tip to making screenshots.. cause I don't know much about the rest but the blur makes it hard to see things...
On you keyboard press Prinscreen and with the standard windows program Paint (found under start -> Accessories -> Paint) you can just paste it in and save it. Makes it a lot easier to see things.. I was staring for 2 minutes or so at the first picture trying to figure out what you meant till finally I saw the white blurry icons
Most likely something in your registry is broken..
However is it just the items on your desktop? I can't see all the names so it is hard to see if all of them are just shortcuts or if other important documents are involved...
If they are just short cuts try and make a new shortcut from a program by going into Program Files and for example one of which I saw Opera and make a short cut of the launching program (right click, copy to desktop (shortcut)).
If important programs are involved (such as My Computer) I would suggest taking it to a more technical forum, such as
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