I also had that problem. I solved it by info from "LockerGnome" article by Brian.
Here is how you can fix your computer.
1. Go to Start | Programs | Accessories | Notepad.
2. In a blank text document, type:
3. When you save the text document, you need to change the "Save as Type" field to "All Files," and type "Show Desktop.scf" (sans quotes) for the file name. You'll want to save file in C:\Windows\System or C:\Winnt\system32, depending on your Windows installation.
4. Use Windows Explorer or My Computer to navigate to where you saved the Show Desktop.scf file.
5. Now, right-click the file and choose "Create Shortcut."
6. Move the shortcut to C:\Windows\Application Data\Microsoft\Internet Explorer\Quick Launch if you are on Windows 9x, C:\Winnt\System32 if you are on Windows NT4/2000, or to C:\WINDOWS\System32\Config\Systemprofile\Application Data\Microsoft\Internet Explorer\Quick Launch for Windows XP.
7. Last, you need to right-click the shortcut, choose Rename and type "Desktop" (sans quotes) for the name.
Now the Show Desktop icon will automatically appear in the Quick Launch toolbar, and you shouldn't have to restart. However, if you don't see the shortcut, then try restarting your machine before retrying the steps.
Pay special attention to steps 3 and 6. Hope this helps.