I assume that's your HD icon? The HD icon will always move back to it's original position because it is freshly mounted each time you log-in. Other icons can be moved and should stay put.
if you really want to be able to get to your HD from an icon in the middle of the screen, you could always make an alias of your HD, and drag the alias icon whereever. it will stay where you put it.
and if you do have a HD alias and don't want the HD icon as well, you can always set the Finder to not show Hard Drives on the Desktop.
I never thought of doing the alias of an HD icon, but is there a way to get the little alias arrow thing off the icon? I use custom icons and it's especially distracting.