blue object on desktop wont delete

my operating system is WinXP sp1 i believe. I dont know how or why this happened but on my desktop in the very upper left corner of the screen (as if its hidden) lies a very small blue icon that i can drag anywhere (i drag it over the recycle bin but it just sits there...) I cant seem to rid myself of it. im thinking this thing is some sort of program that always runs n takes up resources. I think its creating pop ups too because i always get pop ups. I'd appreciate help of any kind if possible.

 

If you are always gettings popups, I'd recommend going here:
READ & RUN ME FIRST Before Asking for Support
NO HIJACK THIS LOG FILES BEFORE READING THIS: HJT Tutorial & LOG File Posting
Then post here:

Malware Removal

 

For one of the steps i have to dl getrunkey.zip and whenever i try it says im not logged in or do not have permission to acces this page...and it says not to skip steps so im doing just that.

 

...nothing man...the only thing i can do with it is drag it around...and sadly...that gets boring after about 5 minutes...
Also i noticed that there is this little bar in the middle of it...looks like the old duracel batteries that u press (until u lose all feeling in ur thumb) to see how much power it has. It turns a number of colors and goes up and down...its usually full when my pc's resources r bein munched up...
Sry but i also dont kno if it may have anything to do with the fact that when i run task manager (no matter the method i use to open it) i can no longer see the names of applications/programs running...just how much resources they take and whether theyre used by the owner,or system...