I keep encountering what feels like a bug. Not sure if it's in the DWM or Explorer or the driver or what. I dragged a file called capture.jpg from my desktop into Messenger and I'm left with a "ghost" icon which floats above the desktop and on top of any other windows.

You can see it here;

The capture.jpg on the left is a real file. The one hovering over the word "pad" in "I am notepad" is not. It's a ghost but it's annoying because it sits on top of everything else on the screen.

Some combination of killing explorer.exe and/or dwm.exe seems to get rid of it after a while but I've not quite figured out what that combination is yet.