If you have used any Linux Desktop Manager (GMONE, KDE etc), you should recognize a cool feature where you have can multiple desktop and you can configure those desktop for different purposes. Like one you can have for system administration, other one for development and one for leisure. Now which ever desktop you will see that particular wallpaper and also icons one desktop for different tools which you use in that particular mode.

I was looking for same-thing on my windows machine. Luckily on XP Power toys (These are the special tools release by Microsoft,but usually not supported by them. User are their own when they install it) I got virtual desktop manager. Here is the more details and installation file.