I found this out when I was trying out Finder shortcut keys. If you have any Finder window selected, and you hit Command-Shift-Up Arrow, it will take the focus off the current window and select the first icon on the desktop, usually the Mac HD icon. A simple little shortcut that might come in useful sometime.
[robg adds: I thought we had this documented here somewhere, but a search seems to show that it's not yet listed. On my 10.4 machine, the first icon on the desktop isn't highlighted automatically; I have to hit Tab to actually highlight the first item.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20050713003827516