I don't play Half Life... Never have, no interest...
As for the desktop, look in the Documents and settings (XP or 2K- profiles (win98)) folder to see if the stuff is still there. It may be an expanded desktop or something that is causing the issue. Also, check (eventvwr) to see if you happen to be getting an error with trying to load your profile. There are problems sometimes with this that will cause the problem you are describing.