Microsoft programmed virtual desktops into Windows XP. They didn't quite finish it though, so the preview the other desktop option as well as the having different icons on different desktop option is not available. However, the install to reenable the virtual desktop option is small and provided by Microsoft.
Go below, that link is where you can download "Powertoys" for Windows XP, Powertoys being extra features provided after Windows releases.
http://www.microsoft.com/windowsxp/pro/downloads/powertoys.asp
You want the Virtual Desktop Manager. It allows control of 4 virtual desktops. You can control them from your taskbar (as in, you can add the virtual desktop selector as a part of your taskbar). Each virtual desktop (as far as I remember) can have different wallpapers and contain different maximized programs (I think the taskbar does not change). When you switch desktops, you can have an awesome overview and transition stage, which I am still impressed at.
The file to install this feature is 550 kb and I believe it can be uninstalled. If you desire a more advanced features in your virtual desktop, you can try the alternatives discussed above or listed elsewhere on the net.
Also, feel free to try out the other awesome powertoys mentioned on that page.
If your browser is something you wanted on "virtual desktops", then you can try alternatives (like Firefox) which uses tabs inside the browser to denote different open pages. Thus, you create new windows of that browser to house series of tabs relating to different topics you are researching. You might look into this if the virtual desktop approach is overkill for what you want to do on your machine.
Eitherways, I have to get going (library computer has a time limit...
), but I hope this post helped out in some way (other than proving that I can type way to much at times!
)
<edit> Sorry, I just reread your post and noticed that you wanted unique icon layouts! I guess my post wasn't all that helpful at all... at least I tried though. </edit>
