Windows Vista doesn't come with good old Active Desktop feature which was present in Windows XP and previous Windows versions.
If you want to have the classic feature back in Vista, you should give a try to AveDesktopSites which is a small replacement for the Active Desktop utility that is no longer present in Windows Vista.
Basically, this free tool shows your favorite websites on Windows Desktop but unlike Active Desktop, they can not be interacted with.

This is useful for showing website data, such as news or weather images on your desktop.
This article was posted by VG in following section: Software, Windows Vista.
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Levi
AveDesktopSites quit working when IE9 came out. Is there a fix?
VG
^^ Not yet.