Desktop icons and taskbar not shown in Windows XP

"A couple of things:

Uninstall AVG 9.0 and see if the problem goes away. It's unlikely to be the cause, unless you have two anti-virus programs running - they will cause problems - but diagnosis is always a process of elimination.
You could try swapping out your memory modules to eliminate memory failure. If you have two, take one out at a time and boot. If the problem only happens with one of them then it's faulty. If it happens with both then it's either another problem or both are faulty. If you have another machine put them in that and run something like Memtest to check them."