After some critical problems that might appear in Windows it can happen that its own explorer crashes - the Windows explorer is the process that generates the windows and the taskbar, so if it's canceled, those will no longer be visible.
The workaround in this case is pretty simple. Call the task manager by pressing Ctrl + Alt + Del and clicking the appropriate option (on Windows XP, it starts up right ahead). On the task manager, go to the Applications tab. On the bottom of the window click on New Task...:
A Run prompt opens that you can use to start programs and processes - type in explorer here and confirm. The taskbar and all stuff belonging to it should now start up again.