Shoutbox

I don't know of any software that can do this, but I do know of a workaround. Take your desktop background image and open it in paint (Start > All Programs > Accessories > Paint). Here add boxes around the areas you want icons to be placed, and then save the image. When the image is saved set it as your desktop background image and then delete the file you just created.
On your desktop right click and select Arrange icons by, and make sure only align to grid and show desktop icons are selected. Now move the icons to the corresponding boxes you made in paint and then have as your desktop background.

The Windows API (in XP) does allow you to create objects that would resemble boxes all over your desktop, that you could be able to set up and place icons on. However you would need to program something like this, there may be a program that already does this, but I can't find any.