Bueller? Yikes, do you have it on a setting where it disappears but when you move your mouse down there it pops back up? Sometimes people do that to have as much real estate possible on their screen. Has it always done this, shoo?
I believe if all your desktop icons are disappearing along with the taskbar at the bottom, this indicates some type of software error. There may be something going on in your registry. Definitely do a virus/spyware/malware scan to be sure.