First all this little trick is for screenlets users only. You must have compiz enabled and compizconfig-settings-manager installed. Widgets should have ’Skip taskbar’ setting enabled (the default).
I have set my all widgets to be treated as ’widgets’. This may not be necessary but handy if you’re using Widget layer.
Start compiz settings manager and go to ’General settings’. Uncheck ’Hide Skip Taskbar Windows’ (it means that compiz does not hide windows that are not in taskbar, widgets for example). and apply settings. After this, when showing desktop, widgets should be there and not hidden.