I still haven't been able to find pcmanfm.conf but I have solved the problem. In the PCMan File Manager (Ver 0.5.2) that I use there is a selection available in the Edit function on the menu bar that allows you to set preferences and under Preferences you get a box that allows you to set the Desktop features and there you will find a selection under General that allows you to select the desktop menu from the Desktop.

Many Thanks for the help though.

Gary Schulz