ok, download Litestep (just the base package is all you need) here. Then get one or both of these:
Icon and IconDesk.
Unzip everything to the same folder, and here's the step.rc:
Notice in the 'LoadModule' section, both are commented out. That's because I had trouble starting Icondesk but it may work for you, so uncomment ONLY ONE at a time and do a recycle (from commandline: Drive:\path\to\litestep.exe !recycle)
Icon is just quick&dirty icons from your desktop folder no mycomputer, recycle bin, etc. Icondesk is a little more advanced.
Now, if you're into shells, you proabably know what to do from here. If not, the quick & dirty way to run litestep is to open task manager, kill explorer and start Litestep.exe from 'File -> New Task (Run)'. After that you're on your own, RTFM, and welcome to Litestep.

PowerPro & Xplorer2 on the desk (and sometimes JS Pager); WinRoll and H+BEDV Antivir in the tray. Add Outlook when I'm at work (wish I could use Thunderbird). When I am using BBLean as shell, I don't need PowerPro Winroll or JS Pager.

To further explain...windows' own explorer.exe is what's normally running as the main interface (shell) on most windows systems. Not just a file manager, it provides the desktop (including icons) taskbar, start menu, system context menus, dde handler, etc. A replacement shell is intended to take over that job with the real purpose being to get work done without microsoft's features/limitations getting in the way, as well as being able to do some fun eye candy along the way. Some examples (and by no means exhaustive...)
Litestep: the oldest and most popular shell replacement
Geoshell: nice looking and useful
BB4Win[: a windows clone of *nix's BlackBox window manager; currently 4 branches of this project.
More info can be found at Shellfront, Shell-Shocked online mag, and Desktopian.
What is asked for is something which would provide nothing but the desktop, as not many (in fact, almost none) of the replacement shells provide this, and as ObjectBar and all its cousins are somewhat resource-hungry, using something small and useful to replace explorer would be quite desirable. I wish I had an answer for this one.