When connecting via RDP to my desktop computer, the icon layout on the desktop is crunched into (usually) a smaller screen than the multiple screens that I use at home.
So when I log back in at home, the icons are messed up.
A very useful utility is Desktop Restore from Midiox. Its a small utility that installs on your PC and gives two right click options on the desktop:
If you have chosen Save Desktop… before you used RDP, returning to the messed up icons, you use Restore Desktop… and everything is the same as it was before.