"Is there something I should know?" - if you are not using Chrome, uninstall?
What are the settings on your desktop (rt click properties) for icons. Do you have 'auto-arrange'?
Try
point at the desktop, but not at a desktop icon
right click
left click on "arrange icons by"
un-check "auto arrange"
check the option: "Lock Web Items on Desktop"
This should help some in leaving the desktop icons where you put them.