Icons vanish when i log out and back in

I open DesktopX and then load object

          >> i load email icon object and it goes on my desktop over my dreamscape and looks good

              >> i tie email object to go to iexplorer and then gmail so when clicked it goes straight to my email. and now i am happy

                 >> i log out and or turn comp off because i know that my animated object for email is on my desktop and my life has meaning now   

                     >> when log back into my windows and or turn my comp back on and log in my desktopX email object has vanished

                         >> i am sad and dont know what to do plz help me!!!!!