Desire is usually associated with that mysterious entity known as the "spirit" and is the sign that we do not merely exist, but exist for a reason. Without desire, our lives would soon become meaningless and we would see no reason to get out of bed in the morning. Indeed the very fact that we do get out of bed in the morning seems to suggest that we acknowledge that our existence has a reason, even if we dolefully concede this point. It is something that most of us doing instinctively rather than in a pre-meditated fashion.
Of course, as someone who has struggled and struggles with depression, I am well aware of the fact that our desires wax and wane with the tides of the sea. Life does not always seem meaningful and there does not always seem to be a reason to get out of bed. Indeed, this is the most horrible thing about depression - not the idea that one is sad, but that one is unable to find reason and meaning in existence. Life becomes a continual state of ennui and existence becomes nausea.
I would suggest that our desires are indicative of our attempts to reach out towards God. They are our unconscious attempts to cry out to the cosmos in the pursuit of transcendence. Most of the time, the root of our desires are hidden in our natural appetites, whether it be hunger, thirst for knowledge, sexual frustration, or anger. Sometimes, in the pursuit of transcendence, these desires become disordered and we see fulfilling these appetites as a means in themselves, rather than a means towards a greater end. The answer, according to Thomas a Kempis, is self-control:
So it is by resisting the desires that true peace of heart is found, not by yielding to them. That is why there is no peace is the heart of a person who is ruled by his natural desires and prisoner to externals; but there is peace in the person who is spiritually alive and ruled by spiritual standards.
We should not be ashamed of our desires - they are a sign that we are beings who not only live, but are alive. But to be truly alive, we must not be conquered by our desires. Only when our desires serve as a means towards a greater end will our desires ever be fulfilled.