You'll need to add a "Widget" to your desktop that displays your .Desktop folder (or what ever folder you'd like to have displayed on your desktop).
Click on the "cashew" in the top right corner of your desktop and then "Add a Widget". You will want to add a "Folder View" widget, so find that one in the list that appears. By default, you will most likely now have the contents of your /home directory on your desktop... at least, that's what my Mandriva 2009 install does. To change it to your your .Desktop folder, click on the crescent wrench icon that appears when you hover your mouse pointer over the folder view.
In the dialog box that appears, you should be able to configure the folder setting there.