No no no no....
You don't put whatever your working on in a new desktop, you simply minimize it into the taskbar.
The taskbar looks sort of like that thing on the Macs where it has all your programs, except it doesn't store all your program icons on it.
Here's a picture:
http://i129.photobucket.com/albums/p...esktophelp.jpg
I hope that picture helps you out some. I'm not really good at explaining things.