А в чем проблема-то?

Читаем man dfm:

If you start DFM for the first time it will create a directory named "~/.dfmdesk" in the homedirectory. All files, directories or links in this ~/.dfmdesk will hereafter be visible as icons on the root window of your window manager. Icons that refer to links will have a tiny arrow attached to the lower right of the original icon. ........................

DFM also needs the ".dfmext" file. If this file cannot be found in the homedirectory DFM will look for the file "dfmext" in the directory "/usr/X11R6/lib/X11/dfm/", where it also keeps the backgrounds and icons.

You can edit the ".dfmext" file using a normal text editor. It contains a list with the extensions of filenames, the names of the associated icons and the action that has to be taken when activated by clicking or dropping. The format is

"extension;icon;command&command&...". DFM will take the first line that fits the extension.

Берете этот самый .dfmext и пишите туда все, как Вам надо.

Если Вы не хотите с этим разбираться и не хотите ставить GNOME/KDE, что, вообще говоря, мысль весьма и весьма здравая, Вы можете поставить ROX (см. http:/rox.sourceforge.net )- там все можно делать как нормальным способом (редактируя конфигурационные файлы), так и тыкая мышью по всяким кнопочкам :)