If you use the "file system" tab in the Mozy settings console, you can manually add your desktop. Choose "Local Disk C", then "Users", then your username. "Desktop" will be one of the folders available. If you want just some of the files backed up, choose them individually or perhaps it makes sense to create a desktop folder called "MozyBU". Set it up and then save anything you want Mozy to back up in that folder.