How Can I Remove This Icon From My Desktop?

I am trying to remove an icon that says "install_flash_player", but every time I try, it says "Cannot delete install_flash_player: It is being used by another person or Program. Close any programs that may be using the file and try again."

I've tried shutting down the pc, but that didn't work. I've closed all programs when trying to delete it but it won't go. I then tried opening my task manager to view processes, but am unsure as to which process to end.