I'm using 12.04. I recently noticed that I can't copy/cut/move files on the desktop, Unless I open Nautilus and go to the Desktop folder to complete the actions.
With the changes to Ubuntu (starting in 11.04) the Unity menu-bar (icons, folders, at left-side of screen) replaced the desktop as the place for icons, launchers, etc.
It is possible to get limited use of the desktop by changing certain settings, but the intent is to no longer use the desktop for this purpose.
The other alternative is to revert/change to using Gnome desktop.
check the permissions of your Desktop directory
it looks like a permission problem, try changing permssions with this