Question about unknown item on my desktop

Hey guys!

The other day I downloaded some apps off the net as I had to reinstall them as I had to reinstall Snow Leopard. I downloaded the programs and in my Applications folder one of the apps was just an empty space with no name. I knew something was there cause I could click on it, highlight it, and move it. I dragged it to my trash but it ended up on my desktop. Now I can't get rid of it! I can only highlight it, but not move it or right click to delete it! I don't know exactly what it is. Its not causing any problems. Its just bugging me cause its there! lol. Any help ?

heres a screenshot!


Thanks