Ah,let see !!! did u mean u lost My computer , Internet explore ,My Document,My Network place ...icon ??? if yes u can do folow steps:
1.Right click on desktop and chose Properties
2.Window will pop up an Display Propertise window,now u chose Desktop tab .
3.In Desktop tab u chose Customize Desktop button at the bottom.
4.Window will pop up an Desktop Items window.
5.Now you chose General tab(chosed by defaul) .As u can see many check box for desktop icon ,u check all box then click ok for apply .there u go ! good luck .