Strange blip on desktop

Hi, not sure if this is moniter related, but I don't know where else to look for help and you all seem really nice when it comes to helping out. Recently a small square blip has appeared in the middle of my desktop, it can be selected, but it doesn't do anything. It fades or brightens like a button, but nothing else happens. Also, I can't right-click on it, so no chance for options appear. It only appears on the desktop, not when any programs are open.
I have a dimension 2400 with Windows XP SP2. Any clue as to what this is?