Frankly, I don't see what the big deal is because as soon as you choose the application you want to open, you are automatically back on the desktop but if you like to stay in the desktop environment while selecting an application, here are several ways to do it.

In Win 7
1. Click on (Start) menu.
2. Scroll around until I find what I want. (Programs)
3. Click it & never move from desktop.

In Win 8 Desktop
Do this once: Pin Windows Explorer to your taskbar
Then...
1. Click on the Windows Explorer Icon on your taskbar.
2. Scroll around in C:\Program Files until I find what I want.
3. Click it & never move from desktop.

Optional:
Do this once: Create a library from C:\Program Files to navigate to the folder quicker. Then follow the 3 steps above.

Optional:
Do this once: Create a shortcut on your desktop to C:\Program Files
Then...
1. Click on the Program Files Shortcut.
2. Scroll around until I find what I want.
3. Click it & never move from desktop.

Or
1. Click on the Windows Explorer Icon on your taskbar.
2. Open C:\Program Files
3. Type in part of the name of the file you are looking for in the search box
4. Click it & never move from desktop.

Or
Do this once:Create a Saved Search, name it Find Programs, and save it to the desktop. The criteria should be "type:=.exe AND"
When you want to find an application, double click the Find Programs file on your desktop and enter part of the application name in the search box.

You will also notice that once you create the Find Programs saved search, it appears under Favorites in Windows Explorer. Just double click it.

The great thing about Microsoft OSes is that there is almost always several ways to achieve the same goal.