Applies to both Sitecore 5 and Sitecore 6.
If you need to bring a custom built web form (aspx) to Sitecore's desktop, it is pretty easy to do.
First, you need a webform residing under the root of your web site, for example, /forms/testform.aspx.
Then you need to create a reference to this webform from the core database under /sitecore/content/Applications:
Just fill out the necessary "Application" field with the relative path to your .aspx (/forms/testform.aspx). Here you can also specify additional parameters such as icon, size of the app, tooltip, etc.
This is the definition of your application.
After this, add a shortcut to the app from either "Bottom", "Left", "Right" or "Programs" menus under /sitecore/content/Documents and settings/All users/Start menu.
In the "Application" field, just put the path to the item containing the definition of your app created previously:
Now if you want to access Sitecore context objects (Items, Database, Fields, etc.) it is recommended to create a custom site for that purpose and associate it with the folder hosting your custom forms:
After that you can have code like this work: Sitecore.Context.Site.Name