Há sempre o Sysinternal (agora parte da Microsoft) BgInfo :
It automatically displays relevant information about a Windows computer on the desktop's background, such as the computer name, IP address, service pack version, and more. You can edit any field as well as the font and background colors, and can place it in your startup folder so that it runs every boot, or even configure it to display as the background for the logon screen.
Atualização: Para corrigir o problema do ícone da área de trabalho no W2k3 R2, conforme comentários de Mouffette abaixo, com base em este tópico do TechNet :
Right click on the registry key in regedit, select permissions then in the advanced tab change the owner from TrustedInstaller to Administrators, hit apply then you are able to grant administrators full control over the key. At that point you can edit the LocalizedString and save then hit refresh on the desktop and it works!