You can do that with the method I posted above.

 

I'm not sure if it's possible with just one session but I'm sure it could be done w/ some codding. It might be something pretty neat to do -- you should submit the idea in gnome's feedback:

http://live.gnome.org/Feedback

http://bugzilla.gnome.org/

Ok, I know this is a little late, but I've actually found two programs that will have differant program icons for each virtual desktop.

Cool Desk

Several other interesting programs there

Multi User Desktop

I just found this one. It looks to have some rather usefull features.

 

Chears!