Perhaps you've gotten Nautilus 3.6, where Gnome removed a lot of the menus and other elements of the file manager.
What version of Ubuntu, and Nautilus, are you running? My desktop in Raring, with Nautilus 3.6.3 at the moment, behaves the same as yours. Gnome cut out a lot of the interface in 3.6; it pained a lot of users. Ubuntu stuck with the older version for 12.10. Here's one description of the changes, from last year.
Linux Mint, an Ubuntu derivative, created a fork called Nemo, from Nautilus 3.4, the stable version before all the removals. I haven't run that myself, and I don't know if there are any caveats in running it to manage your desktop with Unity. Here's a description from another Ubuntu news site, of using Nemo from a PPA.
Does it sound like this is what you're seeing?