If I delete an file from my desktop, the icon is not being removed.
As can be seen from screenshot - I deleted the wireless driver deb file from my desktop, it is not showing in thunar. Ctrl+r fixes.
Don't know if I screwed something up when I (failed) to compile the tarballs.
If you have fam/gamin installed xfdesktop/thunar should take advantage of it for monitoring file changes, install one (fam or gamin) and see if it helps, you may also have to recompile thunar and/or xfdesktop, don't recall (check configure --help if just installed one doesn't work)