icon will not leave desktop in 10.2.3

[maizychicken at earthlink.net]

Hi all,

I was downloading an app from the net using IE in Jaguar.  I decided I didn't
want to continue the download so I drug the stuff off the Download Manager to
the trash.  The icon that IE puts on the desktop while the download is
occuring is still there and I can't put it in the trash.  When I try, I get a
message that something is happening with it and I can move it to the trash
when it is finished.  When I click on it, IE in Classic starts up, but I was
downloading this in Jaguar.  Stumped....

Thanks for any help,
Maizy