In WinXP, and probably in other near versions, if you Right-Click on a blank area on the desktop and choose properties, on the "Desktop" tab there's a button labelled "Customize." There you should find an option to "Run Desktop Cleanup every XX days."

If you put a check mark there, Windows will scan for usage and will move the shortcuts for any optional desktop icons that you haven't used "recently" into a separate folder. I don't recall whether it automatically puts a shortcut to the shortcuts folder on your desktop; although I believe it does, possible called "Unused Shortcuts". If one doesn't appear you can certainly do it yourself.

John