We've had this one before now already!
Basically, BB itself won't let you put icons on the desktop (shortcuts?) - it is supposed to be a minimalist WM after all! However, the parts of KDE (I think) and Gnome (I know) that allow you to have icons on the desktop are seperate programs. I can't remember what they are (since I don't use either), but if you run it whilst using BB WM, you should sidetrack the issue. If you're gonna be doing this though, you might aswell use Gnome and set its WM as BB.