Files not deleting

[Phototaker]

I unusually store files that I download until I'm finished with them on the desktop.  But what I find is that I could have maybe 5 thumbnail there that I can select & press delete.  These icons usually disappear but many can still appear.  If I select then again & retry delete It will tell me that they can't be found.  If I reboot the PC they will then disappear.  Is there a fix for this?

Thanks in advance

[Boggin]

Sometimes it takes a reboot to remove everything but the fact you are getting the not found means the file has been deleted.

I wouldn't worry about it if it was my machine.