The icons are just regular desktop items with blank labels (Google "blank ascii character" or something similar, as NTFS doesn't let you name things with space as Mac OS X Journaled does).
The clock is a Yahoo Widget called Simple Text Clock. The weather is WidescapeWeather (also for Yahoo Widgets). And the calendar/To Do list is Rainlendar, running the StaticaEN theme.
As for the start button, I edited that myself (you can Google how to do that... it's just a single bitmap if I remember correctly) and I used a program called TaskBar Hider to hide the startbar with a keyboard shortcut (it conveniently does not hide the start menu button, so you can still click it even if the startbar is not visible).
Wallpaper of your choice.
Voila!