settings are probably kept in key

HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\TrayNotify

in values iconstreams and pasticonstreams (actual items amd past items, accordingly)

I think You can actually create something like that in Stardock DesktopX

multiple desktops will be available in desktop right click with different icons(links),
and, if i remember well, even widgets etc.; moreover they load pretty fast

if you want to write your notes on desktop directly with mouse

http://www.softpedia.com/get/Desktop-Enhancements/Other-Desktop-Enhancements/Desk-Marker.shtml

if you prefer to tap notes on desktop with keyboard

http://www.softpedia.com/get/Office-tools/Diary-Organizers-Calendar/Cactusus.shtml