That's the trick: I simply added the folders' shortcuts, then named all of them to " " [blank space]. Then I set up a blank transparent .png file to every icon of the folders. After this, I simply have drawn the elements on the wallaper. The result is the same of having icons really on it, even if they're drawn over the wallpaper. And, of course, when I double click on the folder image on the desk, the desired folder just appears.
To better understand, download the .xcf template of my desktop [it is linked on the deviation comments] and open it with GIMP.