I wonder what happened to Winstep Nexus. As I click Show Desktop and move a file on the desktop, the taskbar misses.

Are you using the auto-hide feature?
If so, I have already requested for it to be changed so it doesn't hide when having only the desktop. because it actually hides every time the Nexus window looses focus (as for you, you clicked on a file on the Desktop which gain focus).
Jorge said that he'll look into that, so please be patient until the next Nexus major version.

As a temporary fix for that, use Nexus like this:
Dock Properties > Position > (Check) Dock to screen edge
Dock Properties > Position > "Keep dock always above other windows?" > "Same as other windows"
Dock Properties > Behaviour > (Uncheck) Auto-hide the dock after a short delay
Dock Properties > Behaviour > (Check) Show this dock when mouse pointer bumps screen edge

This way the dock will get behind the windows when loosing focus but when you bump on the screen edge it'll get in front of all windows. Unfortunately, this will not activate the awesome slide-in and slide-out effects...

EDIT
For taskbar, you mean the Nexus Dock, right?

The taskbars I mean they lost are both of Windows and Nexus. I had done all what you suggest and that thing still occurred only if I clicked Show Desktop and moved a file as mentioned. I wonder if that is a problem on Windows 7 64-bit. Maybe I should wait for the next release. Thank you for your help anyway.

Hmm..strange...
A few more questions then: are you using any customization software that interferes with explorer? I'm talking about softwares like WindowBlinds, Nimi Visuals, WindowFX, Dreamscene (and dreamscene-like) applications, context menu customizer applications ect. ? If any, have you tried disabling them?

This problem is new to me, I don't remember of anyone reporting this/similar issue. And, BTW, I'm using seven x64 too and I never experienced this issue.

I'm not using any customising nor tweaking programs. There is one having posted the first problem as well viewtopic.php?f=2&t=4164.

Let me get this clear: where are you moving the file *from* and where are you moving it *to*?

Upon the screen of the desktop only
Nowhere else

Sorry, I don't understand that. You mean you are moving shortcuts in the desktop around?

Can you please give me a real-life example?

Well, I should have done that. I will post a clip later.

Yes Jorge, he means he's moving the shortcut around the desktop; He's not moving it to or from the dock/shelf.
This is why it seemed strange to me, it shouldn't be a Nexus issue. I think more of an explorer crash due to any other application that works with it...