>Could someone explain me how change the font of the desktop.

If you mean the Windows Desktop, it's most easily done with the Control Panel Display applet. The applet is actually altering the registry keys for the HKEY_CURRENT_USER\Control Panel subkeys; the fonts involved are normally found under the Desktop\WindowMetric subkey, but are not text entries (they're binary registry key entries, and are not trivial to manipulate directly.)