If you mean no text box there is one way but it may not be what you want. First download a free small utility called Spectroscope v1.45. Now use a wallpaper that has one even colour in the area where you keep your desktop icons.
Install the spectoscope program and using the eyedropper, get the info of the wallpaper colour and set your 'desktop background colour' in the properties the same as the wallpaper colour. That should show the icons with text under it without a textbox.
You need to make sure that the wallpaper colour is even all over the space where the icons are going to live, or there may be some outline of a textbox.