OK; if you downloaded the program from sourceforge or somewhere we are going to have to get our hands a little dirty. Let's begin.
Put the following lines in a new text file on your desktop and name it Bitcoin.desktop (only the .desktop part of the file is important).
[Desktop Entry]
Encoding=UTF-8
Version=1.0
Type=Application
Terminal=false
Name[en_GB]=Bitcoin
Exec=/usr/local/bin/bitcoin-qt
Comment[en_GB]=lauch bitcoin gui application
Name=Bitcoin
Comment=lauch bitcoin gui application
Note the line Exec=... This should be the full path to wherever you downloaded the package. (Pro-tip if you move it to /usr/local/bin then you can run it from any terminal)
Make the file executable by right-click -> properties (or use
chmod u+x Desktop/Bitcoin.desktop
from the command line)
This should give you an old fashioned desktop shortcut to the bitcoin client. When the client is running you can right click the icon on the launcher menu and select 'Lock to Launcher'. This will mean it is a permanent button on the menu.
Hope that works for you.
Edit: One more finishing touch...
Right click the desktop shortcut.
Click the icon button on the left of the basic tab, navigate to the downloaded package and choose /bitcoin-0.6.2-linux/src/share/pixmaps/bitcoin80.xpm.
Now you have a shiny logo for the program, but you might need to unlock and relock it to the launcher to make the logo show up there too.