Blue screen, no icons

Hello,
when i turn on my laptop it comes on as a blue screen and no icons..then a few seconds later the icons come on..another few seconds later they disappear. the only way i can get them back is if i go down to the toolbar, right click, show the desk top...but when i open a window or program the i consgo away. can anyone tell me how to fix this and keep the icons from going away everytime i open a window

-Blake

Thanks