This is the Desktop snow I used last year...Desktop Snow by Patti Olsen
I think its the best one and it's completely cool. It does however, cost $7.99 after your trial period. Keep in mind that it is a screensaver and doesn't just fall while you're doing things like on here!
It's transparent so when it starts whatever is on your screen at the time will pause and the snow will fall over it. I think it's pretty cool.
There are other things there on that same site that you can check out, too.
Have Fun! I LOVE Christmas goodies for your computer!!!!!!!!