OK here is how you set up an HTML page as your desktop, I've only tested this in windows XP and someone else has in Ubuntu Linux so I'm sure it works on most Linux distros such as fedora, red hat, Debian or Gentoo. (However Linux probably requires a different way of doing this...)
1: save this html code as what ever you wanna name it .html, I'll just use Desktop.html
<html>
<body>
<iframe src="http://www.wikipedia.org" height="100%" width="100%">
</iframe>
</body>
</html>
2: edit it to have what ever website you want in place of
www.wikipedia.org
3: save and set that as your desktop wallpaper through the control panel
(CP>Display>desktop>browse)
Done, now feel free to edit this how you like you can have multiple frames of parts of web-pages, well really you can have anything you are able to program in html...
Note: You can set a resizable and interesting frame up with just the web setting, in customise desktop, in desktop, in display properties, however any links clicked with this method will load in your browser, and it wont be fully live like my version.
Note: You can even set up an RSS feed to your desktop as shown here:
http://www.instructables.com/id/E2EICNQ1NCEP286O4R/