Internet Explorer icons, home page, and all documents disappeared

I have Windows Vista home premium. I don't know alot about computers so I hope I am using the correct terminology. Today I turned on the computer and there was a message that appeared for awhile, which said something about the desktop. I had never seen this message before...it was in the same place as the words"shutting down" appear when shutting off. Then, I found that there was no Internet Explorer icon-not the larger one, nor the little one at the bottom. My iGoogle home page was gone, also. THen, I realized that Adobe required me to accept its terms, again, athough the icon was still on my desktop. I had to re-install Windows media . The most frustrating thing was that all my documents disappeared! Fortunately, I had most of them in an external hard drive, as well.There are other accounts on this computer, and they were fine, except on one of them the big Internet Explorer icon was gone, but the little one at the bottom remained. What happened, and how can I prevent it from happening again?