We have never figured this one out. It just seems to start happening in a lab once in a while. It lasts for a while, and then with as little notice as it started, it stops.
My suspicion is that it has something to do with a DirectX or Video/Display memory glitch. I'm guessing that an icon gets written to video memory (either real or virtual) that is subsequently accessed by DirectRT. DirectRT, for some reason, is unable to write over that content (e.g., it is temporarily locked) and so you see the icon.
Shutting down and restarting the system seems like a good bet. Also if there were some way to flush the video memory that would seem like a very useful thing to try.
Also, check your display properties and see if the specific monitor you have is listed or if it is listed as "plug and play" or "default" monitor. I've noticed in many such cases, the specific monitor being used has not been made know to the OS.
see also: http://www.empirisoft.com/support/showthread.php?t=600