Desktop Icons Won't Delete

I accidently unzipped a folder to the desktop so the zipped contents were placed on the desktop instead of into a folder like I intended to do. I just selected them all and deleted them and did it into a folder but three icons from the files are left and they cannot be deleted.

This is message I get when I try to delete them "This is no longer located in C:UsersMeDesktop. Verify the items location and try again".I have tried renaming to delete and I get the same does not exist message. The files are 0 bytes in size and are blank icons like a piece of paper with the upper right corner folded down. In properties it says they are a "File (.)" and opens with Windows Shell Command. The unzipped contents were for making a boot CD for a password reset tool.