Desktop shortcut problems

I’m using Vista and in my downloads folder there’s what looks like a little shortcut to my desktop. I just recently noticed it and I have no idea where it came from. Whenever I try to move it or delete it I’m prompted as if I was attempting to move or delete all the items on my desktop.

Anyone ever have a problem like this? Know how I can get rid of the little bastard?

it’s desktop.ini file and OK