Icon Unkown location - Deletion Invalid.

More of a self-solved problem that I thought I'd share in case this might happen in the future to someone else:

I was trying to remove a bunch of icons from my desktop, but it said that the file location of those images could no longer be found, so deleting or doing anything to those icons was prohibited.

Then I thought: I could just tap this Icon twice and yell "ReBoot!" and the problem would fix itself.

All kidding aside, It dawned on me that explorer.exe (the program that runs the UI for windows) could have frozen or malfunctioned causing the icon problem; so, I rebooted it, and the icons of unknown origin disappeared. (Not to different from the proposed joke solution eh?)