Ive been having pretty good luck with LW. I recall it installing fairly fast. I downloaded via cable to a quick silver 733.
Not sure what you are trying to do on the desk top, but i just draged the icon (in osx this may be a link to other files as well but only makes and alias depending were you drag it to) to my dock.
some issues: won't always start the first time (quites instantly) after a crash or exit, it is not consistant with the files it remembers are downloading upon the next session
Greg