HELP!!!!!!!!!!!

I tryed to snatch a image , actually an animation from occultopedia.com by editing the page with Word and then copy pasting the animation . It asked me would I like to place the item on desktop , and I am not sure what I did exactly , but the next thing my desktop started acting funny and behind my desktop icons apeared some sort of blue background , a shadow if You will , and now it wont go away .
How to remove these icons backround ? I made a screenshoot of my desktop when it happened , and ppl on answerbag aren't of real use tbh , that is why I am asking this here . Or even simpler how to restore my default desktop settings .
anyway the screenshoot

http://www.mvps.org/marksxp/WindowsXP/boarders.php

Let us know if it helps.

Tryed that already, but Thanks Illy . That what I get trying to steal animations

at the My Computer icon right click > option then at the Advanced tab click the first option (notifications) then tick the last option from the list. OR we can do the other thing... i can control ur comp and do it:D

I got it but thank You both so kindely for all your help

just right click desktop change picture to none then click ok then right click desktop again then click arrange icons by: and click show desktop icons then right click desktop and propertys again re add the pic and do the show icons again that should work