Using keyboard shortcuts is a great time-saver, but I've always had trouble getting keyboard control of the desktop without having to use the mouse. Here's how to access icons on the desktop using the keyboard:

1. Press the Windows Logo key, which brings up the Start menu.
2. Press ESC (this makes the Start menu disappear, but keeps the taskbar active).
3. Press SHIFT + TAB one time (this toggles between the taskbar and the desktop). Your desktop will now be active, although you may not notice any visual indication of it.
4. Press the Down cursor key and you will see which desktop icon is active, and continue to use the cursor keys to move to the icon you want to use.
5. Press ENTER to run the icon, or press SHIFT + F10 to see the context menu for that icon.