Deleted Folder Returns

I deleted a file from my desktop, but everytime I start SmartFTP, it returns. It's only this one, empty file. If I rename it, a folder with the original name appears. If I move it, the same thing. I've tried deleting within SmartFTP, doesn't make a difference.

I don't want this folder, I don't need this folder and it's cluttering up my desktop. Any ideas?

Forgot to add, I am using v3.0.1016.10.