harmful

I noticed this box on some files on the desktop only, then I did a full scan of the device and there are no viruses and I did a reboot, but to no avail. It is still there. I just want to know what it is? And is it harmful?

Hi I was just wondering, if you get the blue screen a higher number of times will it be more and more harmful for your computer each time? Or would it affect chances of getting a blue screen again? Thanks!