Firefox does not seem to show the "show on all virtual desktops" gadget.

So, I just start firefox on a virtual desktop by itself. Is there a way to move it from that virtual desktop to another?

Other programs have a gadget that puts them on all the virtual desktops at once. click that gadget go to the desktop you want the program on, and click the gadget in that window to collapse the app to that one virtual desktop.