Yes! Same here, and it DRIVES ME CRAZY...almost to the point of not using Fences!
I too have mulitple monitors... not sure if that has anything to do with it, as you say, sometimes when I save a file to the desktop it shows up.... sometimes not.
The file IS THERE - you can see it in windows explorer - but with Fences enabled, the file just doesnt show up some time....
Can someone shed some light on this?
PLEASE