If you have a resource defined like this:
< Button Style="{StaticResource GlassButton}" >
That is referencing a resource defined in your app.xaml.cs file it wont work with SilverlightDesktop.
The reason is that SilverlightDesktop does not load the app.xaml.cs of your SilverlightDesktop module because that file defines the variables for the application and SilverlightDesktop IS the application. It uses it's own app.xaml.cs only.
This problem is encountered whenever you dynamically load Silverlight controls and alternatives are covered here:
http://silverlight.net/forums/t/18562.aspx