Desktop Media is a small free application for Windows which adds drive icons to your desktop automatically. It will add USB drives, local hard drives, cd/dvd drives and network drives. For removable devices the icon only appears when the media is present, so if there is no cd in the drive you won’t see the icon. It also allows you to hide certain drives so you can show only the ones you wish to see. You can also save the position of the icons.
This feature is present in most (all?) linux distros and Mac Os X, and is one thing i did wish was available for Windows, and now it is! 😀