I just wanted to add to ickleislands answer and answer your last comment:
First off, setting the desktop folder to read-only is not best way to move forward on this, because you are all logging into windows using the one account.
You could try creating the various user accounts yourself (with passwords and put into the user groups they need) and then hand these account over to each user before they logon.
Then, as an alternative to setting the folder as read-only, you could create a shortcut from the original users desktop folder (the one with all the stuff in it) on say, your wife's desktop. When she needs to use a file from the old desktop, ask her to 'cut' files to her new desktop, rather than copy.
Remind each person who uses the computer why this is important (to prevent accidental data loss) and that it will save them time and frustration not having to wade through everyone else stuff if they take out only the files they need as they go. From time to time you may need to help push this process along, but at least the other people are helping with the work..