I've been having a problem with both of my Windows Vista computers (one laptop, one desktop).
Randomly, files will begin not showing up on the desktop. I'll download a file from the internet through Firefox (and save to the desktop). The file will not appear on the desktop until I right-click and select "refresh".
Vista knows the icon/file is there, though, because it will leave the space "blank" and place other icons below it. I don't know what's causing this.