hidden desktop shortcut?

I noticed the other day after I set folder to show hidden ...that when I went to burn files to a cd that there was a 'hidden shortcut to desktop configuration? I'll post the picture. I usually keep my hidden files hidden but this time forgot to hide them before I went to burn a couple of pictures to disk.

 

Is this supposed to be there or do I have a configuration problem and if so...how can I fix it please?

 

Thanks!

 

Paula

 

hidden shortcut when burntocd.jpg