Go to the Finder's Preferences (under the "Finder" menu on the menu bar). Under "General" are a few checkboxes; check "Hard disk" to show it on the desktop. Note, however, that this is the default -- Apple's making it so that Macintosh HD no longer is set to appear.
Just go into Finder Preferences from the Menu Bar. Click the General tab and check the Hard Drives option. I was glad they took it off by default, I always removed it from the desktop because the Finder and Spotlight can access my system drive.