Hold down the Apple-Alt (Option) key combination during a reboot.
Once at the desktop, you will be prompted to rebuild the desktop database of the partition you booted from. This is usually labelled Mac HD.
Click OK to start the rebuild.
NOTE: You should rebuild the desktop DB at least once per month (the more frequent, the better). The rebuild can take between a few seconds and a few minutes depending on the age of the machine and how frequently the DB is rebuilt. If icons lose their customised appearance and take on a generic look, or if certain files don't launch the application that they should when double-clicked, this is a sure-fire sign that the desktop database needs to be rebuilt urgently.
The rebuild shows a standard progress bar. Try not to stop a rebuild in progress unless absolutely necessary.
