Hi,
This is unverified as i've not done it for myself but i've had a quick look on google and found that this can be changed in a reg key.
Open regedit (start / run / "Regedit" / enter)
then browse to:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders
and in the right hand side you should see an entry for Desktop. Change this and restart.