I have a lot icons on the desktop and I want to manage them by grouping icons of related programs. However, I haven't found any utility like fences in Windows.
Have you met any utility like that yet?
I haven't seen any such utility for Unity or Gnome based desktop yet. But KDE4 has this feature.
See the screenshot below:
Go to this page for more screenshot. You can use that applet to categorize icons on desktop.