Windows 7 icons missing

Thanks for any help.

I know the show icons trick under preferences.... this is a bit different.

I have 5-6 icons on my desktop but all my data that was on the desktop has gone missing, my hard drive still had roughly the same amount of use so I know the files are not erased. But the files and the links to them are missing..... They dont exist under my user profile on the C: or anywhere i can find. It says the files are missing.

Odd side note..... McAfee is asking me to "renew my subscription" at the same time which has me concerned this is some weird scam which I dont want to pay for.

Thanks
M

Run a scan of Malwarebytes

Scan done, still nothing found...... any other guesses?