1. Right-click on an empty area of Desktop, point to Arrange Icons - uncheck
"Lock Web Items on Desktop".
2. If that doesn't help, right-click on an empty area of Desktop and choose
Properties. Click Desktop tab and then click Customize Desktop and the click
Web tab and uncheck any Web item listed.
3. If that doesn't solve the problem, Right-click on My Computer and choose
Properties. Click Advanced tab and click Settings button under Performance.
Make a check mark on "Use drop shadows for icon labels".
Hope this help, let us know!