It's a folder I placed on the desktop, burned a cd from it, and have been unable to delete it since. Numerous reboots later, I am baffled.
The program installed fine after I burned the CD (and installed via the CD) too. Last point - I re-checked the burning program and it is not in its queue (nor is the burning program running, either fully or the sensor-program that waits to see what might be burned..).
Thanks for the help so-far.