For the instances like you describe in changing video resolution, as well as encountering the rare times that Windows itself messes it up, I use a freeware program called Desktop Restore which is available from here:http://www.midiox.com/
(Click the Desktop Restore link in the left column)
The nice thing about this utility is that it is accessible by right-clicking the desktop and selecting one of several options: Save, Restore, Custom Save/Restore. You can save many different layouts if that's what you want/need. It's not an automatic way of restoring/locking the desktop icons when switching resolutions but it may work for you.