I had the same problem. I noticed that I had PDF Complete and PDF Vista to view pdf files but not Adobe Reader! I downloaded Adobe Reader and tried saving the pdf file on my desktop again. Now I can see it on my desktop and open it.
The older file names I saw before in desktop during "save process" which I couldnt see on my desktop, I still cannot see them. And they no longer exist in the directory during "save process". So, the files I downloaded before, they did not come back and appear, but at least now I can save pdf files on my desktop and find them there!
Hope this helps... Just download Adobe reader for free.