A quicker way than the button is to press Start+D (D is for Desktop!).
Do you have the Quick Launch (as in, launch icons next to the Start button)? If so, open up notepad and type this in:
[Shell]
Command=2
IconFile=explorer.exe,3
[Taskbar]
Command=ToggleDesktop
Save this file as 'desktop.scf'. To add it to your quick launch bar, copy/move it to this location: C:\Documents and Settings\<your username>\Application Data\Microsoft\Internet Explorer\Quick Launch\
You may need to reboot Explorer (i.e., your computer) for it to work. I'm not sure how the Quick Launch grabs links from this folder.
If you don't have Quick Launch enabled, right click on some empty space in the task bar (that is, the bottom bar) and select Properties. Then, make sure 'Show Quick Launch' is checked.