Wallpaper is blue, icons and docs are gone.

Hello,
Yesterday as usual my computer was becoming slow, so I thought I'd just turn it on and off as I'd usually do. Now starting up again, just after typing my password for my user account, a message pops up. And I guess I mindlessly pressed x out of it. All I remember about the message is that it had a "time remaining" countdown and I think it said something bout "administration". Do you know what it could be about?

Now fully logged on I fine:

My Wallpaper gone and now my background is just blue.
Half of my downloaded programs and their icons gone including Internet Explorer.
My documents folder empty including music and pictures folders.
All of my google chrome memory is gone including favorites and websites.
And you know the white box that would appears when you right click, that box has become grey.
And the icons your suppose to have when you open the start-up menu are gone.
And lastly, For some reason my user account is the only one like this, I have checked.

I Have no idea where too begin and I would try system restore but the problem is that i have low disk space, and I would delete some documents but the folder is empty -_-


So you know I use Windows XP.
So could you please help.
Thank you.