I've been using KDE on Kubuntu (7.04 at the moment) but decided to try Xfce4. I had a cash involving the Tomboy program and tried several key combinations including ctrl-alt-escape, which made all the icons on my desktop go away.
Using info from another post, I restored the icons: Settings manager --> Desktop --> Allow Xfce to manage the desktop.
Hope this will help someone; it took me quite a while to find the cure.
In faith, Dave
Go to Desktop Settings in the Settings menu, click on the Behavior tab and make sure that Desktop icons is set to file/launcher icons.