I'm no MS Antispyware, but in general it sounds as though you've allowed it to create a "rule" that blocks the action.
Open MS Antispyware and look through whatever they call blocked programs or actions and allowed programs or actions.
Somewhere I believe you'll find something referring to the desktop...something that you can "uncheck" or remove.
I hope this at least gives you something to look for for now...and if no help, hope a MS Antispyware guru comes along for you shortly!
