This symptom is due to the specifications of Media Bar. The AV Player Setup icon does not appear on the desktop anymore once the AV Player Setup dialog box is opened and then closed by clicking OK.
Follow the steps below to create the AV Player Setup shortcut icon on the desktop.
1. Click Start, point to Programs, Media Bar, and then right-click AV Player Setup.
2. On the displayed menu, click Send To, Desktop (create shortcut).
The AV Player Setup shortcut icon is now created on the desktop.