Just tryed with Openbox and pcmanfm --desktop .
Works for me. You might have to create a ~/Desktop directory, which I already had.
http://wiki.lxde.org/en/PCManFMHowever, WBar won't be visible even if restarted with wbar.sh .
Also, when I killall pcmanfm , I get this:
X Error of failed request: BadDamage (invalid Damage parameter)
Major opcode of failed request: 142 (DAMAGE)
Minor opcode of failed request: 3 (XDamageSubtract)
Serial number of failed request: 1780
Current serial number in output stream: 2029
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I used to use iDesk but you'd have to create desktop icons manually.