If you're a clean desktop type, you've figured out by now that you can resize (in smallish increments) the icons that Microsoft puts on the user desktop (notably, the Recycle Bin, which is the only icon on a fresh desktop—unless the administrator has installed something else as well).
Hold down the CTRL key and scroll the mouse.
So if the default icon size looks a bit like this:
You can scroll and make them tiny (my preference):
And you can also increase their size in case you prefer to go that direction:
Unfortunately, there are times when you can't scroll, or scrolling doesn't get interpreted correctly. Working inside a virtual machine is one of those times; working by remote can be another. Luckily, the Windows API allows a programmer to "simulate" a scroll-wheel in code, bypassing the need for a physical scroll wheel.
The Jamie Morrison over at the ether
published a small console program
that can do just that: programmatic simulation of scroll-wheel events. See their Knowledgebase article
for more information.
: In the event that the links above ever go dead, here's the version that was available