Network Connections Icon or Link on desktop

Hello All -

Here's a wacky one.
I have a Network Connections Icon or rather Link on my desktop (Vista
Business) that I can't figure out how to remove.

So far :

When I right click it - the options are :

Open
Explore
Create Shortcut

I'm at a loss.
I've tried rebooting in safe mode and still the same 3 options.
I've went to the desktop folder and it's not showing there.
I've also tried dragging it to the taskbar and nothing.

Any suggestions?

Thanks in advance