Problem i cant work out?

I have a pc that has develped a problem,(probably my fault,deleting stuff to try and speed up the computer). I cannot access anything through the desktop on my computer,nothing happens when i click onto any icon on there,and the icons have gone from the bottom right hand corner of the screen.
Also when trying to download anything to cure this, when prompted to run or save the programme for the second time, i get a message saying windows needs to know what programme created it, or sometiing along those lines.
I also cant connect to internet through any conection that is readilly visible, i have to trawl though the folders to do this.
My p.c says that there are no problems with windows itself.
I am running Windows xp home.
I would be extremely gratefull to anyone who could help solve this problem.
You may have guesed buy my explanation of my problem, that i am quite p.c illiterate.