I hooked up my 2011 macbook pro via the thunderbolt port through an HDMI adaptor to a projector. I was able to see the desktop, but none of the icons. I was unable to see the movie in quicktime. Am I missing a setting on my computer?

By default, OS X sets every external display as an extended one, so it's normal you can't see any window or icon in it. Just drag the window you want to show on the external drive to the right part of the Mac's display, and it will show up on your external drive.

If you want to mirror the Mac's display to the external display, press Command and F2 keys. See > http://support.apple.com/kb/ht5019