I just downloaded gDesklets off urpmi (it existed, to my surprise) and when I type gdesklets shell (after starting the daemon), here's the error I get.

[simon@localhost simon]$ gdesklets start
connected to daemon in 1249 milliseconds
[simon@localhost simon]$ gdesklets shell
[simon@localhost simon]$
(gDesklets Shell:1474): GConf-CRITICAL **: file gconf-client.c: line 547 (gconf_client_add_dir): assertion `gconf_valid_key (dirname, NULL)' failed
Traceback (most recent call last):
File "/usr/share/gdesklets/gdesklets-shell", line 10, in ?
shell = registry.get_plugin("UI_Shell")
File "/usr/share/gdesklets/shell/PluginRegistry.py", line 59, in get_plugin
result = self.get_plugins_by_pattern("name", name)
File "/usr/share/gdesklets/shell/PluginRegistry.py", line 47, in get_plugins_by_pattern
plugin.init()
File "./Shell/__init__.py", line 77, in init
File "/usr/share/gdesklets/shell/Plugin.py", line 25, in _get_plugins_by_pattern
return registry.get_plugins_by_pattern(key, pattern)
File "/usr/share/gdesklets/shell/PluginRegistry.py", line 47, in get_plugins_by_pattern
plugin.init()
File "./Help/__init__.py", line 33, in init
File "./Help/TipOfTheDay.py", line 76, in next_tip
AttributeError: 'gtk.VBox' object has no attribute 'set_markup'

[simon@localhost simon]$

Any ways to fix it?

Did you restart Gnome before trying this?
Log out and back in, then try again. That did it for me.