Microsoft has really taken a lot of heat over the Aero desktop in Windows Vista, most of it pretty well deserved. It had a golden opportunity to radically shake up the Windows UI, but the most we got to show for it is Flip 3D. One GUI element missing from Windows Vista has long been around other operating systems, especially Linux, is that of the virtual desktop.
If you're running KDE or GNOME, you can have multiple desktops running simultaneously in Linux. Apple released a similar feature with the Leopard iteration of Mac OS X. In Leopard, virtual desktops are referred to as Spaces.
Microsoft never included such a feature in Windows XP. Even though they did do some things with Aero under Vista, like I said, this is an area they forgot to include. However, you can add virtual desktops to Windows Vista as well as Windows XP by using the Vista/XP Virtual Desktop Manager. After you install the Virtual Desktop Manager, this icon appears in the System Tray.