Lady Icon Added To Desktop?

I offer jigsaw puzzles on my website for download and have done so for 3 years with never a problem. Each one is scanned with PC-Cillin and my computer is scanned daily and never have found a virus (knocking on wood).

I get an email from someone tonight that said:

"There are times,when I download a puzzle from your site, an icon comes up on my desktop that has a lady on it,if I click on it, it takes me to some porn site.I automatically delete it. Just thought you might like to know. Thank you."

I know that this icon cannot be coming from my download from the website. Does anyone know what spyware/virus this could be coming from? I would like to help her get to the bottom of where this is coming from. I did tell her about Adaware and suggested that she might try that and scan to see what it finds, but I know that someone on here has probably heard of this before and will know the answer

Thanks! ark

 

I beleive the lady is stripsaver or stripplayer. If so it would be somewhere in documents and settings and system32 folders and IS NOT picked up by virusscans or spyware