IE desktop ikon cannot be removed

I have permanently on the desktop Internet Explorer box similar to the one when you drill down from My Computer. The box has nothing in it but the taskbar/toolbar are off the screen therefore I can't shut it down, it doesn't respond to left or right clicks and other desktop ikons can be moved over it, I've tried creating another folder and copying everything from the original so that the original can be deleted and hopefully get rid of the problem but it won't let me copy all the files.
All help gratefully accepted