zmatt are u running win 98 or something? if u have win 98, then right click on your desktop when a box appears, go to properties. now you're at display properties. go to EFFECTS tab on the top. Unclick the little box you see on there where it says "hide icon...bla bla...". Did that solves anything? No? Or did i give the wrong answer.. ;p
p/s: so it was win2k. sorry, i dont know

it works same as XP a bit right..? the icons that u were talking about, i think your friends has deleted it