helpmeplease1

I started up my PC yesterday and it said something like Desktop Restarting or restoring or something like that and once it loaded up the wallpaper changed and some stuff was missing from the desktop. I managed to get all the files and folders back to where they should be, then today I start it up again and the the same files and folders are missing from the desktop but this time when i try and retrieve them it doesn't work. I often get a message like "The item that this shortcut refers to has been changed or moved, so this shortcut will no longer work properly. Do you want to delete this shortcut?" or something similar. I have tried system restoring to a point before this problem existed (15th of may) an then when its done nothing has changed and a message pops up saying that it couldn't restore because certain files could not be located. Any help would be very appreciated.