That will depend on which app you used to back-up your phone, if any.
Restoring Android Market apps from a PC/SD card is problematic because they won't update properly. It's best to re-install those from Android Market.
When you reset your phone, you should have had an opportunity to restore your phone settings then. You can try this again by doing another factory reset.
Restoring data, like music, photos, documents, etc, can be done with HTC Sense. You could also use a file management app.
