Hi Edd,
Welcome to Vista Forums!
To expand on what Brink explained (which I believe explains the basic problem here), it seems as if you have Windows Switcher working just fine. But that doesn't create a new desktop (in fact, you can't really create a separate desktop for the same user profile in Vista - by which I mean more than one desktop that you can switch between in the same user account - it simply can't be done). You need to create a separate user account which will have its own separate desktop. You do that logged in as an Administrator and go to Start / Control Panel / User Accounts and create a new user account (or you can login and use another existing user account (not one belonging to someone else or you'll be changing their setup, but a separate one for you if you have such an account), but you will then have the desktop applicable to that user profile - which you can change as you see fit to meet your needs).
Then you need to make that desktop the way you want it - adding and deleting icons and shortcuts and personalizations and taskbar attributes and contents and - well - essentially changing it to however you want that new user's desktop (including access to programs and data and such) to look like and be like. It is possible to copy some of the settings from one user profile to another, but very difficult without copying the entire profile - and then you'd need to delete much to avoid duplication which would soon cause you problems in terms of which account has what information or files or even emails. This can end up causing you some headaches and isn't worth the minor effort you would save setting it up. I suggest you not try this and instead, create what you want from scratch as if it were a totally new user.
Once you have the new profile as you want it (including how its desktop looks and functions), then you can use Switch User to move back and forth between the desktops. But remember, windows and such that were open in the other user will NOT be accessible to this new user - they are totally separate. To get back to the other windows, you need to switch users back to the other account and you'll be back where you were (but no longer have access to the desktop of the new user or anything you opened on it unless you again switch accounts - it cannot be done with Windows Switcher - that only works within ONE user account at a time).
I hope this helps.
Good luck!