Delete the hidden .DS_Store file associated with your Desktop folder. Launch the Terminal.app (in /Applications/Utilities/), copy & paste the following command into the window that pops up, hit the return key, quit the Terminal.app, OPTION-click and hold the Dock's Finder icon, and select Relaunch:
*rm -f ~/Desktop/".DS_Store"*
Now, set the Desktop as desired, log out and back in, and the Desktop should be as it was as you last set it.