Desktop Shortcut Won't Delete

[CHLOEH]

Hello, sorry to bother. I've recently downloaded a program, and realised today that it saved on my desktop as well.

I have organization problems. I reserve the desktop for browsers, documents, anything I use often. If something is there that doesn't belong there, I can't stop thinking about it, and I obsess over it until it is gone.

I've Googled this problem but there don't seem to be any like mine. Mine seems much simpler.

I right-click and say "delete" and it says I need to confirm this operation, so I say "continue" and it makes me type in my password, and then it recycles. Except it doesn't. It's still there. I've tried refreshing the desktop, and I've tried rebooting. I've tried going into My Computer, and deleting it from there, but it's STILL there. o_o

I don't know what to do. Any help at all would be greatly appreciated.

[CHLOEH]

So I just tried again (a few hours later) and it worked. I didn't do anything differently. Still confused though.