Device Icons on desktop

Where can I find the setting to allow device icons on the desktop for things like usb drives, cdroms etc?

In KDE4 open dolphin go to Desktop Folder right click in a blank area Create New select Link To Device.
Not sure about Gnome.

Thanks for that.
Should have mentioned that I am using KDE 4.

Anyway - my external usb hard drive is not listed in devices so I had to create a link to the drive which is located in the media folder at root.
Is there a way (as in kde3) to have the cdrom icon appear on the desktop if a disk is inserted?

Also - any way to automount the hard drive at boot?
Can’t seem to find a setting for this either.