Blank desktop with only My Documents win...

Something is definately wrong with your OS.

It's possible that you got a virus and something is messing with your explorer.exe file. In fact the easiest solution would be to repair your windows Vista installation or to install again your OS.

Or you can try to find out how to clean it... will take more time but hey, could be fun. I would do that, but it all depends on your skills.

So i would start with a good cleaning of all temp folders and use Hijackthis to remove any process that can be a threat. Be carefull though, removing something important could result in even worst effect than the one you have. Remove also all software that you are not sure where they come from. Remove also all toolbars (google toolbar, yahoo toolbar etc.) and meteo and news stuff that would appear on your desktop.

I dont know Vista enough to help you step by step but overall that's what i would do.

Good luck!