Display Properties has Active ....

Hey, I'm such a dumb-butt. I wanted a pic on my desktop and so I downloaded this deal from a site and know it's this little bitty pic in the upper right-hand corner of my desktop. I right-click and get the display properties -- it comes up with a little window entitled "active...with window text below". HOWEVER, I can't get rid of it. I still have my regular desktop picture, it's just overlaid in the corner....grrrrrr. I can't find where it's stored on my hard drive either, probably something temporary ... who knows. Oh I'm so upset with myself cuz I know better than to d/l B.S.!

ANY help whatsoever would be greatly appreciated!