The recommendation at the link that Nick provided, that you just "Turn off System Maintenance" may or may not be a good idea, since disappearing icons may not be the only thing affected.

I don't have a Win7 to look at, but comments from those who do have it indicate that there are frequent and numerous things that the Win7 SM needs to repair to keep the system working and the SM may be necessary to recover from several other "faults" that appear to be fairly common.

While the SM system may appear to be like the "Big Brother is Watching You" mantra well-known from literature, Microsoft views it as a reflection of their "paternal concern" for users, so the full nomenclature is "Big Daddy's System Maintenance," or "Microsoft BDSM" - I think.

At least since WinXP Windows has had a utility for "removing unused icons" and by default in some versions it ran automatically unless you turned it off as a "scheduled maintenance" item. If run automatically it removed all icons that hadn't been "clicked" for some time, and you could change the setting for how old they had to be before they'd be zapped.

You could still run the older cleanup manually if needed using something usually called "Desktop Cleanup." Icons removed from the desktop by the older Desktop Cleanup were saved in a separate folder where you could retrieve them, but I don't know whether Win7 "saves" broken icons that it removes. Someone who has Win7 might want to poke around and see if any can be found, since often the broken ones can be easily "repaired" by editing the path(s) for the shortcuts.

A SUGGESTION FOR ALL WINDOWS VERSIONS:

A problem often encountered is that many people can't recite the complete list of icons on their desktop, so if a few of them disappear it can be difficult to tell exactly what is missing. With the expectation that lots of stuff may disappear at unexpected times, it is an especially good idea to have a record of what your desktop looks like.

MAINTENANCE ITEM: With Windows open but with the desktop clear and all icons fully visible, key Ctl-PrtScn (Control-PrintScreen) to put a picture of your entire desktop in your Clipboard. Open your favorite image editor and paste the picture in it. Save the picture someplace where you'll be able to find it if things seem to have changed on the desktop. (Recommended: Be sure to make the date part of the file name.)

MAKE A NEW PICTURE every time you make a significant change to any desktop icons.

The picture(s) will be a big help if things disappear, but can also be useful when you add new hardware or programs, since often you'll find unexpected new icons that the install programs don't mention and that are NOT explained in the User's Manuals for the new stuff. Right-clicking the icon and reading the path from the "Properties" tab may be the only efficient way to find out what kind(s) of garbage they've slammed onto your computer.

John