A Question about Hyper-Text?

I clicked a non virus link to a short video, regarding PETA. I wanted to save it to short cut on my main screen. Instead it went to a Hyper-Text thing, on the main screen, and now I cannot delete it from its location.

When it did happen it also re-arranged the icons on screen and hi-lighted all of them.

I've reduced the Hypertext as small as it will go, did the CCcleaner thing, have 3 security programs installed otherwise, and yet cannot get rid of this. Any suggestions? Thank you.