So you want to modify what system icons are on your desktop? Maybe change the icons to something else? Just follow these steps for your version of Windows.
Windows Vista
1. Click Start, Run, and type in Control desk.cpl,,@Web and press Enter.
2. Make the changes you would like. Add or Remove icons for your Desktop or change the picture for the icons.
3. Click OK. (System reboot may be needed to see changes, but first trying to single-click the desktop and then press F5 a time or two).