run a shell script in a terminal window

[Claude Jones]

This is one of those questions I think is obvious, but I can't figure it out. 
If I create a little script, such as the following:

#!/bin/sh
sudo /usr/bin/iptraf

I can then drag this script to the panel. Right clicking on the button that is 
created allows me to select "run in a terminal window". Then, clicking on 
that button opens up a Bash terminal with a password prompt. 

If I drag the script to the desktop, I'm not offered the option to run in a 
terminal - how can I do that?

-- 
Claude Jones
Bluemont, VA, USA