Antares,
I have all of the processes that I use regularly open on my screen at all times. Just open a process you like, then, instead of closing it, hit the "-" instead to shrink it and then you can put it wherever you want on your workspace. A couple of other things to keep in mind:
1. Whenever you open and use a process icon, be sure to close it using the "-" button. If you close it completely it will disappear and you will need to go and reopen it. If you just hit the dash, it will go back right where you had it originally.
2. You cannot do this with dynamic tools, so things like DBE, dynamic PDF, etc, need to be opened and then fully closed each time you use them.
3. If you want to have different settings for the same tool, which is often the case, you can drop each instance into the Process Container, give it a label, then open the different settings with one click, and, best of all, you can have the process container on your desktop as one of your handy tools.
Rather than having to reopen each icon and put them on your desktop each time, an easy way to save your set up is as a Project. I have labeled mine as "Base" and then just load that Project each time I open PI. Best part is each time I make a change to my set up, I just save over the prior version. Alternatively, you could save different groupings under different project names such as linear and non-linear processes.
Hope that helps.
Jim