presuming you are using vl6, i just tried it on mine and found that right-clicking on the desktop differs, depending on whether the cursor is over a desktop file icon or not. There is a paste if the cursor is note on a file.
I don't know why this is. I guess different linux flavors have different desktop philosophies. I've been with vector so long I can't remember how the others do it. I don't use the desktop much myself, except for temporary download storage and prefer to create folders, documents and paste from pcmanfm, thunar or 4pane.