There is this thing called desktop folder and it shows in a box (starting from KDE 4.1 i guess) but i want all my desktop icons on my desktop not in that weird box.. i heard i can switch to that mode in KDE 4.2 but how..?

Right click on the desktop, click "appearance settings", at the top there will be a "Type" dropdown. Change that to "Folder View" and click "OK"..

However, the folder view widget has the advantage that you can put it anywhere you want, you can make it any size you want, and you can have as many of them as you want pointing to as many different folders as you want in whatever arrangement you want. And it doesn't have any real disadvantages, besides that it is different from what people are used to. I would recommend trying it first. I currently have three of them on two different desktops, one showing only the subdirectories of my "Documents" folder and two (one on each desktop) showing my Home folder, with the one on my first desktop only showing small icons of folders while the one on the second desktop shows large icons of files and files.

There should probably be a sticky thread about this in this forum.