You need to access gconf-editor. There are two ways of doing this.
1. Type gconf-editor in the Terminal and hit Enter
OR
2. Press Alt + F2 from the keyboard and type gconf-editor and hit Enter
Now a new window will be visible which should look something like this:
You now need to navigate to :
apps > nautilus > desktop
Well its pretty simple now, select/unselect the items of your choice: