From Martin Marinov:
Just download Marto Desktop Snow and turn it on. It does not need installation! You'll immediately see beautiful snowflakes falling onto your desktop.
The purpose was to create the most realistic snowfall possible. The snowflakes are driven by physical laws and there's even wind blowing them!
When you start the program, the icons from your desktop will be hidden in order for the snowfall to be generated on top of your wallpaper. To turn the snowfall off, just right click and then choose "Exit" from the menu. Your icons will reappear.