Start> Run> type: sysdm.cpl then hit OK.
Click on Advanced tab> Visual Effects tab, check the box:
Use drop shadows for icon labels on the desktop then OK, Apply and OK.
or
Right click on the Desktop and select Arrange Icons By> make sure that a check mark is not by
Lock Web Items on Desktop.
Then right click on the Desktop and select Properties. Then click Desktop tab> Customize Desktop button> Web tab> make sure that nothing is checked in the Web pages: windows and that Lock web items is not checked.