In Windows you can set things up so that a single click will open files, folders, and icons on your desktop with a single click instead of always having to double click. To change this, you need to get to your Folder Options settings. How you do this will depend on the version of Windows you are using. In either case you'll want to open up a Windows Explorer window.

In Vista you'll then hit the Organize button and select Folder and Search Options. From the General tab you'll then want to select the radio button next to "Single-click to open an item (point to select)".

In XP, you'll go to Tools and then select Folder Options... you'll then again select the General tab and select the radio button next to "Single-click to open an item (point to select)".

Once you make this change you can open files and directories in Windows Explorer with a single click. And a single click will open up the icons on your desktop.