I recently installed an application on my Windows 7 desktop. After the install this application created a strange icon on my desktop which cannot be removed/deleted or renamed. I find this quite intrusive and I keep wondering if this is a normal/legal case... Is an application allowed to do this? I don't remember having an option to allow this "Chuck Norris" icon on my desktop.

Any information on this will be highly appreciated.

Edit: What this icon does is when you drag over a file it applies some "deep removal" of it. It's context menu is limited to "Open" (which does nothing) and "Create shortcut"