Adding/Removing programs to your desktop
Old info ++++ Historical purposes only ++++
UME keeps the .desktop files in /usr/share/mobile-basic-flash/applications, so you can either create a new .desktop file for your app, or make a symlink from your app's .desktop file in /usr/share/applications .
UPDATE
Put your desktop file in /usr/share/applications (or subdirectories thereof). Also add
OnlyShowIn=GNOME;Mobile;
to the desktop file and the icon will appear on the desktop
User Specific
There is also apparently information in ~/.osso/hildon-desktop/ , so if you look there that could yield some useful results also as well.