Hi, and WELCOME TO TECHIMO - from the Folding@Home Team [#111]...!
As it has stated in the pop-up message, the process called Explorer has crashed...which is why the TaskBar and desktop icons will 'vanish'....
If you give your computer the "Three Finger Salute" (press [Ctrl] + [Alt] + [Delete] together) you will either get the Task Manager to open, or a box that will enable you to click "Task Manager" and open it manually.
If you click File, then select 'New Task (Run...)' you should then be able to type 'explorer.exe' (without the quote marks) in the box and click 'OK' to get that process started again...
It might be worth looking into why it has happened, but mainly if it keeps coming back to haunt you...
You might want to log out and back in again, or even restart the computer, just so as to ensure it hasn't affected anything else...but that is down to you...
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I've seen the light... It was green, flashy and attached to a Network Interface Card...
Whenever someone says "You can't miss it" I invariably do...