I like Remember The Milk ( call RTM for short ) and I use it for my daily life.
But I find that it is diffcult to find it within too many web tabs in Firefox or Google Chrome.
After searching for a while, I think there are two ways to pin RTM on your desktop.
Prism is an interesting application which can create a shortcut for you favorite website on the desktop, toolbar of your system.
Here is the URL: https://mozillalabs.com/prism
Here is the other way to do the same job. Please check following URL for details:
http://www.thirderror.com/your-remember-the-milk-to-do-list-on-the-desktop/
I prefer the first method.