KB00012 - How can I get Windows-D to leave my stickies showing?

Answer

You can't. Windows-D tells Windows to show the Desktop. That means to hide all the windows which are showing. All of them. You might think of stickies as not like other windows, but to Windows they're just the same. So, when you press Windows-D they get hidden, just as you've asked for.

Potential solution

A less well-known shortcut exists, Windows-M, which tells all windows to minimise. Stickies can't be minimised, so they will ignore this command, but most other windows can be minimised, so this tends to leave just your stickies left on the screen.