wait and see if the update 1.1.3 rumors are true. If not think about jsilbraking your iPhone and then there are SPs you can download to let you modify your desktop.
If you're new to the iPhone then just don't worry about it and wait for the new firmware. Chances are it would be impossible for you to do anything about moving your icons right now but with the new firmware (1.1.3, due out soon) you'll be able to easily accomplish what you want.