Minor improvement of the desktop file

It is the same as #553 but without i18n.
On Windows, applications are not organized.
With Xfce, Mate/GNOME2/GNOMEClassic  and KDE, there are categories (the user can do new one and modify his desktop file, but nearly no body does it). At least Desmume and PCSX are in "Games", and there is not a default better category. Example with Xfce: http://ubuntuguide.net/wp-content/uploads/2012/07/xfce.png