1 Paste and undo delete will put icons on desktop or undo the deletion.
2 Name, Size, Type, modified will sort the icons by this criteria. Auto arrange will put icons on Top left down. Align to grid will allow the icons to be placed in imaginary squares on a grid. Un tick show desktop icons will remove icons from view. Lock web items on desktop will keep web items on desktop. Run desktop cleanup wizard will put unused icons in a unused icons folder on desktop.
3 Folder and shortcut will make new folder and shortcut icons on desktop. The others will make icons for the file types.
5 Empty recycle bin will permanently delete items in there. Create shortcut will make another icon on desktop.
6 Exit will remove the icon.
7&9 Lock the taskbar makes the taskbar or any toolbars cant be moved.
8 Addresses -
Language bar - Will be blank unless other languages are installed.
Quick launch -
New toolbar will allow you to make a bar from a folder.