I use Windows XP and download to my desktop, but sometimes it doesn’t appear on my desktop until after I reboot. What gives?
Happens sometimes to me as well. A quick refresh (F5) does the trick.
That's a peculiar problem. Hitting refresh would probably be the easiest and fastest way to make the file show up on your desktop. Also (although I've never heard of such a situation), this could be the work of a virus or something. So make sure you do an updated scan soon.
Have you tried right clicking on the desktop and press refresh?
What web browser are you using?