1. First grab XP PowerToys from microsoft.com (http://www.microsoft.com/windowsxp/pro/downloads/powertoys.asp)
2. Once installed right click then check: task bar > toolbars > Desktop Manager
You may now view up to four new desktops. I prefer not to have "Shared Desktops" on as it reminds me more of linux (and is cleaner).
Now you may hide the buttons etc. and use Windows key + 1-4 to switch between desktops and Windows key + v to preview.