At a guess, it sounds like explorer may have crashed; you could bring up Task Manager with crtl/alt/del, select file->new task and start explorer from there to see if that fixes it. Although I use Windows 7, I have seen a few instances of explorer crashing or hanging after running various games.
I suspect it's a symptom rather than the underlying cause, though: might it be overheating? Could be worth running a temperature monitor so you can keep an eye on things. Sometimes the PC's cooling just needs to have the dust blown out of it.
I am not a Windows expert of any sort though, I'm an old Unix hacker so it's a bit of an anathema.
