Windows XP - Missing mystery file?

Running SP3, I opened My Computer today and noticed that under my drives there's a blank-named, missing-icon file in the folder. I have no idea what it is but it seems as though it's a system file/folder, apparently from Control Panel.

I have visual documentation as well of this mystery file:
http://i55.tinypic.com/2e516yw.png
http://i51.tinypic.com/2rrm80m.png

As you can see from the first file, the only options I have are 'Cut', 'Create Shortcut' and 'Delete.' Cut doesn't actually cut the file as I'm unable to paste it anywhere else afterward. Create Shortcut attempts to make a shortcut on the desktop, which then fails. Finally, as shown in picture two, Delete prompts me that if I delete it, I can restore it later using the Control Panel, but I have no idea what it is.

Any ideas as to what this may be? I attempted to System Restore to the last couple of restore points, each made over the past two days, but both System Restores failed and I'm certain any later ones will also fail.

Any help is appreciated. Thanks!

 

I suggest you to try this utility !! :cool

http://majorgeeks.com/Unlocker_d4660.html

 

Okay I installed it. What am I supposed to do with this?

 

Don't delete it--I agree it is a system file/shortcut. What happens if you double click it?

Also, if you right-click a blank area of the explorer/my computer window do get an option to "group" and then choose by type? I don't have access to an XP machine right now so I can't say exactly how you do that. I'm just curious what category it will be grouped into. Like this: http://www.giannistsakiris.com/wp-content/uploads/2007/11/windows-xp-new-big-partition.jpg