Alan,
Maybe it can sound a bit complicated, and probably it is indeed. However, can't think of anything better, sorry.

1. Open your search box with Windows key
2. Type Media Player
3. Find the Media Player icon
4. Open your Context Menu and choose the option to go to the file location.
5. Being on the folder, search for the file Windows Media Player
6. Open its property and copy the path on the first field. It should be something like "%ProgramFiles(x86)%\Windows Media Player\wmplayer.exe" /prefetch:1
7. Now, go to your Desktop and make sure that nothing is selected, with CTRL+Spacebar.
8. Open your Context Menu and choose New, then shortcut.
9. On the field that will show up, paste what you've copied before.
10. Tab and spacebar on the Next button.
11. Give the shortcut a name (Windows Media Player, in this case) and OK it.

Now you should have the Windows Media Player shortcut on your Desktop again.
Alternatively:

1. Go to your recycle bin.
2. See if the shortcut is there.
3. If it is, press your Context Menu and you should find an option to restore it.

Hopefully your case will be the latter. Less work for you!

Cheers,
Marcio AKA Starboy

Sent from a galaxy far, far away.

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