How can I fix the issue of my Imac erasing files and settings upon logout?

I have an IMac OsX 10.4.11 Proccessor 2 GHz core duo 1GB Ram, when I logout all my files from the desktop erased and pictures from Photobooth also erases. My settings go back to default inlcuding my Dock Station.

File inside my documents remain intact, please HELP !!!