Welcome to the forum!
I looked a little for answers on this one but didnt find anything real specific.
One guy said his dissappears from time to time and he changes it to "always hidden" and then back and it resets itself.
Have you used any of the accesability features such as "high contrast"? There is a msoft article about icons dissappearing if that feature is used.
http://support.microsoft.com/default...&Product=winxp
Sorry I couldnt help more, JP