End explorer.exe then use command prompt. Practically impossible anyway.
It doesnt matter a great deal because the desktop doesnt taker up much space. You can minimize the ammount of RAM it uses by right clicking my computer, properties, advanced, then go to performance and click the settings button and click on adjust for best performance. Also use the windows Classic skin. Dont use a wallpaper picture, just use a colour instead of selecting an image (Ie select (none) for the wallpaper image)
Also try putting all your shortcuts into one folder on your desktop so you only have 4 or 5 icons. This will also cut down memory usage.
In windows XP there isnt really anyway to get rid of the desktop/GUI whilst doing other things, so youll jsut have to live wih it. In msot cases it wont have an impact on performance at all though.