this is weird! i never encounter this before. :-?. i don't know got any other solution for this, you can do a virus scan. you saying that other 2 users don't have this problem it mean something wrong with your user profile. this is normaly how i do, log in using other user name or administrator, go C:\Documents and Settings, you'll see your user folder inside. rename your user name folder to a different name, eg your user name is 'user1', so you rename it to 'user1-backup'. log out and log in using username 'user1', you'll see all your desktop icon and file inside my document is missing, right click desktop, property,check back is it working normally. then you can go to C:\Documents and Settings\user1-backup, copy desktop, my document, favorites, paste to C:\Documents and Settings\user1.
other way to do is create another new username, just copy all your document to your new user profile.
good luck