After being infected with malware (Windows XP Pro SP3), I scanned this hard drive from another computer, cleaned the MBR trojan with TDSSKiller, but there were no icons on the Desktop anymore and I couldn’t right-click on the Desktop, although the Start Menu works just fine.
Here is what I found:
Click Start > Run > regedit to get here. Then go to HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer
Notice the key “NoDesktop” set to 1. Right-click on “NoDesktop” and delete it and restart. There may be other keys in the “Policies” section that you should review, also.
[UPDATE 2/15/12 : Here is a support page from ESET that has a utility that might fix this easily. If you try it, please comment.]