Go back into the Display Properties.
Select the Desktop tab.
Choose Customize Desktop.
Select the Web tab.
Uncheck and/or delete any web pages listed.
Hit OK twice.
Thank you PhilFrisbie! That little white square has been on my desktop for years!!
Just uploaded a new photo of my boys and it fenced in one of their noses. This was the first thing I Oogled and it worked - no bother.