phantom finder window

The problem is that the desktop counts as a window for some reason. I find it annoying too but that's just the way it is unfortunately.

 

I have this same issue, though, I'm pretty sure it's not considering the desktop as a window.
Going into Exposè, you'll notice that however many windows you have in that Space (if Spaces activated) are all pushed to one side, usually the right side, rather than being evenly spaced like Exposè usually arranges the windows. If you look really carefully, you'll see a 1x1 white pixel on the grey-tinted background of Exposè. That's the phantom window. The only way I've been able to get rid of it is to very carefully click on it when in Exposè, then hit Command+W. Sometimes that doesn't work, and then I go back into Exposè, click on it again, and try Command+Q and that'll do the trick when Command+W doesn't work.

Aside from that method of getting rid of it, I have no other info as to what it is, why it's there, or a permanent solution.

 

similar problem, found a solution.....

my 'phantom' finder window showed up briefly whenever i would Cmd-=> to another desktop, then promptly disappeared. i could see it in the windows list, but it never showed.

if you 'right click' the finder icon in the dock, there is a choice for 'show all'. that made them show up, but i couldn't click or show them.... they simply dissappeared when i tried.

but if i 'right click' and chose 'options=>this desktop' then voila! there they were and i could close them.

i believe that the issue arises when upgrading to lion, because the desktops are handled differently, and somehow the os thinks this window is attached to a desktop that doesn't exist.