Perhaps there has been a time when your whole entire desktop was missing and your start bar would cease to exist. Befuddled beyond belief, you began to panic and did a hard reset on your computer and thankfully everything came back to normal or maybe not...
In any version of windows (or at least the latest, 98SE, all XP editions, all Vista editions, and all Windows 7 editions, there is a process called explorer.exe and this controls - amongst other things - the desktop and start bar.
You can see the highlighted text that is explorer.exe
If you do not see this, don't panic. As long as your desktop is still showing then all is good. If you cannot see your desktop then press control+shift+escape to bring up the task manager window and go to the processes tab. Click on file > new task and type in explorer.exe
This will bring back your desktop icons and your start bar.
You can also do this through run or through cmd or DOS