Comment 2 for bug 208350

First couple things you can try:
1: go to System-->Preferences-->Appearance
1-1: Click on another theme to see if your icons come back
1-2: if they do click the previous theme you had and see if they stay
1-3: if they don't please post here and I can assist you further

2: in your ~ directory type "mv .gnome2 .gnome2-old"
2-1: hit ctrl+alt+Backspace to reset your settings

If these don't fix the problem, please post here