Right-click 'Computer' on your desktop,
then click on 'properties', then 'Advanced system settings',
then in the new dialog that pops up in the 'Performance' section click the 'Settings' button and check 'Enable desktop composition' is ticked.
EDIT: Also bear in mind that if you set the shortcut properties under the 'Compatibility' tab to 'disable desktop composition' for any app you have ran, it could also cause the same effect.