Something similar happened to me when I upgraded beowulf to chimaera.
Only I use icewm instead of xfce.
The images in the five-icon bar at the bottom disappeared. They still took up
the usual five spaces, but instead of icons they were blank. I could still use
the machine, because I knew the locations of the ones I use, and clicking there
had the expected effects.

It turned out that the upgrade was not quite complete. I used dpkg to remove
a package the was blocking some others, performed some more apt and aptitude
actions and a *lot* more packages were upgraded and installed. The icon images
have returned.

-- hendrik