Desktop Left Click

Tech Support Guy System Info Utility version 1.0.0.2
OS Version: Microsoft Windows 7 Home Premium, Service Pack 1, 64 bit
Processor: Intel(R) Core(TM)2 Quad CPU Q6600 @ 2.40GHz, Intel64 Family 6 Model 15 Stepping 11
Processor Count: 4
RAM: 4094 Mb
Graphics Card: NVIDIA GeForce GT 430, 1024 Mb
Hard Drives: C: Total - 953766 MB, Free - 735650 MB; H: Total - 1430796 MB, Free - 593870 MB; J: Total - 953867 MB, Free - 952506 MB;
Motherboard: Gigabyte Technology Co., Ltd., G31M-ES2L
Antivirus: AVG Internet Security 2013, Updated and Enabled

Hi,
I left click on the desktop and the menu comes up say i choose copy but it stays on top of the desktop and wont go away unless i restart the computer.

Kind Regards,
Terris