One of the reason why you are not suppose to store files on you desk ,the desktop is for shortcuts ,
You could look in
C:\Documents and Settings\username\Desktop
change the drive letter and username

I'm not sure what you mean when you say that you had them on your desktop. Do you mean shortcuts? Before you had 2nd drive installed?

From what I can see, you'll need to do couple of things.
Try changing settings in folder options (show hidden files and folders).

If that dosn't help, search the drive in question for errors.
It will probably recover the folders and files that are missing. Possibly the names of folders are lost (thay will be DIR0001, DIR0002 and so), that is, if the files were in folders and not in the root. In that case the files will be named FILE0001.CHK, (or somthing). You will have to conclude for your self which is which.

actually i'm not sure i got ur point are u looking for something like backup ?
or u need any CD editor / CD burning tool?