Try the following:
01. If your screen is covered with many windows, and the 'Desktop' cannot be clicked on - press the 'F11' key to quickly gain access to the 'Desktop', and then click on the 'Desktop'; otherwise, click on the 'Desktop'. Either action will result in 'Finder' being set as the front most process.
02. Select the 'View, Show View Options' menu item. A floating window, titled 'Desktop', will appear.
03. Locate and click on the 'Keep arranged by' check box - to add a check mark.
04. Select the 'Keep arranged by' check box'es' popup menus' 'Name' menu item.
All mounted volumes will then be listed first, followed by any 'Desktop' based file(s) and / or folder(s) - in alphabetical order.