Android 2.2: Avoid disappearing of home shortcuts to apps into SD card. Restore app list items
The apps will disappear from your Home screen if your SD card is unmounted from the phone for any reason, they won't automatically come back on their own.

The most likely reason is that the SD card can't be mounted to both your phone and your PC at the same time, so if you plug your phone into a PC, and your SD card is mounted as a drive so you can copy files to and fro, etc then that dismounts the card from your phone temporarily and you'll lose the home screen icons.

The apps should still be in your Applications list and you should be able to add them back onto the Home screen the same way that you did it when you installed them.

This is a combined limitation of the way that the Android OS handles SD cards, and the way that most home screen launchers (like Samsung's TouchWiz that you're using) cope with apps moved to SD.