Are you looking for just a surge protector or a full UPC?
Most surge strips have a slot on the back to slide over a screw, you don't usually screw them in themselves per se. All APC UPCs have 4 screw slots for wall-mounting. I personally use APC for both my home computing and installing T1 IADs and digital business phone systems in the field.
Or, you could always take w/e surge protector or UPC you have, some buttons, screws, and tie straps and mount them to the desk that way.