Revive old thread? Why not? The owner of this thread never posted whether they got fixed or not. lol
Otherwise, to Goofy, what is the file name itself? And does it have any extension? I might guess the file is called " ~ ", that is a tilde. Or maybe called "desktop". Or perhaps has no name and just the icon is what you see?
Also, the file may be hidden/system. Maybe it's a system file and you recently choose to show hidden files. Go in My Computer and choose Tools-Folder Options. There are two options to show hidden files, and show protected files. Play with those settings and tell us which ones make, if any, your mystery file appear and disapear.
Otherwise, if you know it shouldn't be there, use a file deleting program which will delete it on startup. It's to late now I can't think of the name of one. Has the word "kill" in it I think. I need to go to bed, big day of food tomorrow!