It is possible to set your desktop to display the contents of your home
folder and this appears to be what has gone wrong. The simplest way to
check is to install ailurus (a system tweak utility) from
www.getdeb.net/updates/Ubuntu/11.04/?q=ailurus

Once running go to System Settings (it should start up on this screen)
and select Desktop from the list on the left. In the Advance settings
section, there is an option "Display content of your home folder on
desktop" which should be unticked. If you change this, you need to log
out and back in to restart Gnome for it to take effect.