Finder window opens to "All My Files" every time?

Newbie question. Every time I open up a Finder window (assuming Finder was closed) it open to "All My Files" (even though I deleted that particular category from the Finder Favorites). I would prefer it simply open to "Desktop". Is there a way to dictate this?

Open a Finder window. Click the Finder menu and choose "Preferences". Click the General tab. Here, you can choose which location you want Finder to start in:

Love ya!