You can have a lot of fun with peoples desktops.
Step 1:
Make sure user is away from desk from 5 mins.
Step 2:
Create a folder on the desktop with a name that may cause mild panic in the user i.e. "adult images"
Step 3:
Take screen shot of desktop.
Step 4:
Delete folder you created, make sure you delete it from recycle bin to.
Step 5:
Set screen shot as desktop background.
Step 6:
Sit back and enjoy user getting irate that they cannot delete offending folder or even see it in explorer. The rest off the desktop icons will work fine.
You sir, are an evil so and so...