Where are my desktop shortcuts?

Hi,

I just started my XP Pro as usual and got the msn messenger panel with the
entertainment news etc., on it and a panel came up saying the script was bad
and did I want to run it anyway. This happened twice.

I now can't see any of my shortcuts as well as the task bar., just a blank XP
wallpaper of the grass.

The only way around it is by ctrl alt del to the Task manager and then opening
up the browser and choosing a program which will load okay.

As soon as I close the program though it disappears and i am left with an empty
XP wallpaper screen again.

I have checked the other uses on the box and it is fine there. The icons are on
the screen and everything is okay. It is only on my user and I am the
administrator.

Any help please?