Nameless folder problem?

I recently started up my laptop to find a folder on my desktop which is nameless. I opened it and it's completely empty. I don't know where it came from and I'm concerned it's a virus. I scanned it, and avast says that it is safe. However, as well as this a bar at the side of my laptop has appeared. I can change the width but it can't be closed or anything. I don't know where both of these things came from and I can't delete either. If you know how I can delete it, please share it as they are both a huge annoyance to me.

http://www.flickr.com/photos/58705131@N06/53809526...

This is a photo of my desktop, in the middle you can see the nameless folder and at the side the blue bar. I don't know if both these things are interlinked somehow. E.G if I delete one the other goes as well.