When you right click the desktop on a Windows Server 2008 R2 machine, you may observe that the "Personalize" option is missing.
In Windows Server 2008 R2 for "Personalize" option to be available, you need to install the "Desktop Experience" feature.
1. Click Start. Point to Administrative Tools, and then click Server Manager.
2. In the Features section of the Server Manager home page, click Add Features
3. Select the Desktop Experience Click Next and Select Install.
4. Reboot the server.
In Windows Server 2008, 'Personalize' is available by default without installing the "Desktop Experience" feature