Cant Open System Preferences, when i double click the icon it opnes up and then after a second it disappears

Hi new as a mac user...ok so how come i cant open my "System Preferences" and my "hard disk icon" is missing from my desktop? and im seeing question marks on my icons, namely the "download" icon and the "documents" icon? i need help :/
i tried opening the system preferences from the uper left corner of my desktop but to no avail. and i cant really reinstall the OS because macbook air doesnt have a disk drive and my MBA is early 2008 so it doesnt have the USB thingy that the latest MBA has.
i was thinking maybe because i changed a couple of things in the "sharing preferences" i have no idea i need help any suggestions?

I'm also using Windows 7 on a Lenovo U310 laptop.

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Know why Premiere Elements 3.0 won't start when I double click the icon?

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It depends.
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== This happened ==
Every time Firefox opened
== I double click the icon to open it on Macbook ==
== User Agent ==
Mozilla/5.0 (Macintosh; U; Intel Mac OS X 10_6_3; en-US) AppleWebKit/533.4 (KHTML, like Gecko) Chrome/5.0.375.29 Safari/533.4

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OT

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As the title says
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See:
*http://kb.mozillazine.org/Browser_will_not_start_up
Start Firefox in <u>[[Safe Mode]]</u> to check if one of the extensions is causing the problem (switch to the DEFAULT theme: Firefox (Tools) > Add-ons > Appearance/Themes).
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*https://support.mozilla.com/kb/Safe+Mode
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Remove all rules for Firefox from the permissions list in the firewall and let your firewall ask again for permission to get full unrestricted access to internet for Firefox and the plugin-container process and the updater process.
See:
* https://support.mozilla.com/kb/Server+not+found
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What is your anti-virus software?

Cant Open System Preferences, when i double click the icon it opnes up and then after a second it disappears

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