[AJerman]

If I understand what you're asking correctly...

Right click on the desktop, click properties, go to the Desktop tab, click the Customize button, go to the Web tab, uncheck "Lock Desktop Items".

Also, should it already be unlocked, another thing to check is this:

Right click on My Computer, click Properties, go to the Advanced tab, click the Performance Settings button, click the Visual Effects tab, go to the second to last option on the list and make sure Use Drop Shadows for Icon Labels" is checked.