Can't delete icon from XP desktop

While browsing through Yahoo's fantasy football site, I somehow managed to place a football helmet icon on my desktop (not sure how). I can't move it or delete it. When I right-click on it, I get the desktop settings screen. I tried going to a command prompt to get a DIR of the desktop shortcuts, but this one doesn't show up on the list.

I hope this makes sense; can anyone offer suggestions to help me get rid of this? I'm running Windows XP...

Thanks!

 

I finally figured it out (took me awhile, though)...

 

Cool.....care to share what you did to bring about a resolution?

 

Yeah, I'm curious too.

 

Yeah, sorry, never thought of that! Turned out it was a displayed web page attached to my desktop (though the icon itself never gave any info about that). To get rid of it:

Start - Control Panel - Display -Desktop - Customize Desktop - Web - Click the offending web page off - delete same - done! (Whew!)

Hope this helps someone else somewhere along the way...