This a very educative information. I want to know what you mean by desktop wallet. Is it the normal blockchain.info wallet that we all know or is it another type of wallet?
It means NOT keeping your coins in something like blockchain.info wallet, it is an online wallet.
What is meant by desktop wallets are wallets like Electrum, and Bitcoin Armory, the ones that you have complete control over our money on, and where you have control of your private keys.