Configuring your desktop has changed a lot between KDE 3.5 and KDE 4. For those updating, a bit of explanation is needed.

Icons

If you want to place icons on your desktop (like "file manager", "web browser" and so on) you will notice this is no longer possible using a right-click. Instead, open a file manager and drag the file you would like onto the desktop. It will appear there as icon.

Example

Let's assume you want an icon on your desktop that starts konqueror:

find out where the executable is located
- start a konsole by typing ALT_F2 and konsole
- type

which konqueror

let's assume the response is

/usr/local/bin/konqueror

locate the executable
- start konqueror by typing ALT_F2 and konqueror
- point your konqueror to where you can find your executable, in this case /usr/local/bin
- drag-and-drop konqueror onto your desktop

Now you can start konqueror by clicking onto the "konqueror" icon on your desktop