Here is link for solution how to restore Recycle Bin icon on desktop in Windows XP :
http://www.dougknox.com/xp/scripts_desc/rec_bin.htm

To use: Download the recycbin-2.reg file and save it to your hard drive (you may want to right click and use Save Target As). Double-click the recycbin-2.reg file. You will be prompted to enter the information into the Registry. Answer Yes. REG files can be viewed in Notepad or any text editor, as to the specific Registry keys and values that are updated. After the REG file has been imported, right click on the Desktop and select Refresh. IT WORKS!!!