Sure, here's how you can make a Spotify playlist private on your desktop:

1. Open Spotify on your desktop.
2. Go to the left side of the screen and find the playlist you want to make private.
3. Right-click on the playlist.
4. A drop-down menu will appear. Select "Make Secret" from the options.

Once you've done this, your playlist will be private and only you will be able to see and play it.