alternatively, you can always change desktop using the shortcut key which by default is CTRL+F1 for desktop one, CTRL+F2 for desktop two etc.
incidentally, on adding the pager applet back (like rmartine suggested) you need to click on an area of the task bar that's unused, so if you don't see the "add applet bit" use:
right click taskbar>panel menu>add applet>pager
(sorry to nitpick ramartine, it just took me ages to work it out when i last lost my pager
)