If you only deleted the Photoshop icon(s) on your desktop, Photoshop is still installed on your system, and there is no need to install it again.
Try the following:
Open the folder "C:\Program Files\Adobe\Adobe Photoshop CS5", or "C:\Program Files (x86)\Adobe\Adobe Photoshop CS5" if you have a 64-bit installation of windows.
Inside there, you should see a program named photoshop.exe. Right click it, point to Send to, and click Send the desktop (create shortcut).