Whizbang Dustyboots
Gnometown Hero
Goodman Games has some desert-based modules that you might like, although they skew towards the higher levels for some strange reason.
Herobizkit said:Turn them into merchants.
Consider that the PCs find some interesting swag in some desert ruin and they want to trade it in for cash. The nearest city doesn't have cash, but they'd be willing to barter some items to send with the PCs to the next city in trade for cash. Since the desert folks always use barter instead of gold, they'll have a hell of a time running from A to B to C and back.
Have them guard a merchant caravan.
Have them protect desert nomads from stuff.
Have one of the PC's inherit a harem, only to find out that the harem is actually a front for an all-female assassin cult.
And of course, have them hounded by a mummy.