You can configure DeskPins by right-clicking on its tray icon and selecting "Options..." from the menu. The Options dialog will then be shown. The various program settings are organized in several pages:
You can click the Help button at any time to get information about the options in the current page. When you have finished making changes, hit OK to save and apply them or Cancel to discard them. Hitting the Apply button will save the options and keep the Options dialog open; this can be useful if you want to experiment with several different settings (e.g. the pin color).