I have got a desk top icon when visiting a web site.
When right clik on the desktop icon them menu does not show the properties selection.
Can someone help me delete (get rid of) this object;

Hi Screeam,

It sounds like you may have encountered malware from the website you visited. I would follow our removal guide ==>> Start Here The guide is a step by step way to check to see if any malware is on your computer. Everything listed is free, and it doesn't hurt to scan, even if things turn out ok. Examine any names that are found, and see if we have a self help guide to remove the problem. If needed, post an HJT log in the HijackThis Logs and Analysis forum.

Let us know how things go...

rigel

Is this icon in the task bar--next to the clock? If it is it is probably smitfraud malware of some sort. Use Super Antispyware to get rid of it. Otherwise follow Rigel's advice.

Install Super Antispyware. Run it in safe mode. Allow it to quarantine whatever it finds.
http://www.superantispyware.com/