Display Internet Explorer Icon on desktop
The Internet Explorer icon does not appear on your desktop. When you try to use the Desktop Items dialog box in Windows XP or the Desktop Icon Settings dialog box in Windows Vista to add the Internet Explorer icon, there is no Internet Explorer check box.
Go to Regedit and you will find out that the following keys are missing:
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\HideDesktopIcons\NewStartPanel]
"{871C5380-42A0-1069-A2EA-08002B30309D}"=dword:00000000
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\HideDesktopIcons\ClassicStartMenu]
"{871C5380-42A0-1069-A2EA-08002B30309D}"=dword:00000000
Add the two DWORD keys or download this register file to import the settings into the register.
See Microsoft KB 945402 for more information.