In tips 246, 358, and 065, we discussed various reasons for a blank desktop. Here is another one:

You installed ZAK (Zero Administration Kit) for Windows 95 to a server based installation point. This creates a ZAK95\Setup\Win95 directory which includes two W95 executables, Runshell.exe and Rsreset.exe. If you run either of these programs on Windows NT (or double-click them), they proceed to modify:

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon\Shell

changing this REG_SZ string to Runshell.exe which causes the blank user interface.

The standard Shell is:

  Windows NT 4.0 shell:   EXPLORER.EXE
  Windows NT 3.51 Shell: PROGMAN.EXE

You can fix this by editing the registry remotely, loading hive from an alternate install, running the REG from tip 170 or running Regedit in batch, just to name a few.