Game files disappeared

I am using an Acer Aspire 5735 with Vista Home Premium 32 bit. I downloaded for the first time ever a game from Amazon. After it was done downloading I was able to play the game. But when I was done I noticed that many of the icons on my start up screen were now white with a little window inside instead of the images they used to have. The next time I started the computer they were still like that and when I tried to use them the computer said the whatever.exe file was no longer there. When I looked on the D: drive, the Program files folder only contained an amazon folder. The rest of the folders are gone. Amazon suggested I uninstall the game which I did but that didn't change anything. Apparently I don't have the authority to remove the Amazon folder from my computer though. I tried restoring some files from an online backup. It says it restored them but I still can't find them nor do the shortcuts work.
Any idea what's going on and what I can do to fix it?
Thanks

Go back with system restore good times
http://www.vistax64.com/tutorials/76905-system-restore-how.html

Thanks. I just tried that but my only restore point was yesterday which is too late. I tried it anyway but it didn't help.
Any other ideas?

run a full anti virus scan download and run a full scan with malwarebytes.

Nothing found on either one.

Do you have a vista install DVD? Dont worry we are not going to reinstall the System.

No I don't believe we got any software with this computer.

OK, see if this works. If not do you have stuff you want to save? What is the make and model of your computer?
http://www.vistax64.com/tutorials/117229-icon-cache-rebuild-8.html

Didn't help but thanks so much for trying. I'm going to give up and just reload the games I want using a different folder and create new shortcut icons. I just tried it and it worked. It even remembered where I was in the game.
Thanks again for trying.