From Windows 7 Engineering blog: "10. Desktop icon and gadget view options
Windows 7 makes gadgets far easier to manage, view and access by building them directly into the desktop. David’s feedback matches what others were telling us: “In Vista, I was able to hide desktop icons while my gadgets were still visible and available. I liked this feature in Vista, especially with all the icons that are constantly dropped on the desktop by app installers. I don't want to see the icons, but I still want to see my gadgets.” In Beta it was impossible to separate desktop icons from gadgets under the View setting available by right-clicking on the desktop. We made a change to afford independent control to each so that one can opt to hide just her gadgets or just her desktop icons."
Indeed, with the beta, you have to make your desktop icons visible for the gadgets to show up, too. They have this as one of the changes (independent control of icons and gadgets) on their upcoming RC. For more info on what to expect, click this link