How can I stop the automatic creation of game icons on the desktop?

[Erinhor]

I've been using steam for a while now, and as soon as I DL a game, steam creates an icon for the game on my desktop. Unless I'm mistaken, it didn't do this before, and I think there was an option to prevent this, but I can't find it anymore.

[pckirk]

it asks when you install the game