There used to be a Context menu entry for Create Desktop Shortcut; this extension adds that item back into Firefox. https://addons.mozilla.org/en-US/firefox/addon/deskcut/

Note that if the Windows Task Bar is visible (or can be made visible by moving the mouse pointer to the bottom) that you can drag a link on empty area on the task bar and hover until you see the desktop appearing.

Thank You Very Much!

A note to anyone else who tries this add-on, after install, restart the browser and try it. If it doesnt work, try this:

Goto addons, find deskcut and click on options/path/find path button.

Try it again and it should work.

Thanks cor-el, but this didn't work for me. perhaps because I have aero disabled as well as other windows options. I'm using Tuneup Utilities to help keep my system from bogging down and it works. The deskcut addon solved it for me though :-)