Something else to think about is that, occasionally, user profiles do get corrupted when you log in. I have seen it happen enough times.
Try this. Double-click My Computer, then C: drive (assuming Win2K is installed on C: drive), then open the "Documents & Settings" folder.
You would now see the root folders for each user profile on the machine. There is probably a All Users folder, Administrator folder, and at least one Users folder. There is also a Default User folder, but that one is hidden by default and you probably won't see it.
Anyway, what can happen in there might be a Users folder (since that is your login name), and there might be ANOTHER folder called USERS.001 or USERS.002
Here is what you can try. Double-click each Users folder, then double-click on the Desktop folder. See if your missing files are there.
What might have happened is you used to use the normal USERS folder as the root for your profile, and all of your files are contained in subfolders under USERS.
But when you logged in today, your profile had a problem, and it made the USERS.001 or 002 folder from scratch.
It does this occasionally.
Yet, the files in the USERS folder are still there, waiting for you to move them into the new Desktop for your new profile folder structure.
Anyway, I am tired, it is late, and I am on my 3rd beer, so I am starting to ramble a bit! Check out the folders for similar USERS folders for your files. They might not be gone.
But, if no joy there, then look into undelete programs.
Good luck!