MSVDM (Microsoft Virtual Desktop Manager) is a Microsoft Powertoy for Windows XP. It allows you to maintain up to 4 different desktops, each with it`s own applications and desktop wallpapers. It integrates into the taskbar and allows you to quickly switch between your virtual desktops. You can also assign keyboard hotkeys to switch between or preview all 4 desktops at once. For example, you can open your e-mail program on one desktop, an Internet chess game on the second, several Internet sessions on the third, and multiple database sessions on the fourth.
It's similar to the virtual desktops we normally see on Linux distributions. You can download this freeware from here.