Issue : All the icons on desktop Highligted with Blue Colour.

Resolution:

Right click on Desktop > Select Arrange Icons By > Uncheck "Lock Web Items on Desktop".

OR

Right click on Desktop > select Properties > Select Desktop tab > click no Desktop background button > then click on Web tab > and uncheck all the option under Web pages......

OR

Click on Start > right click on My Computer and select Properties option > then Click on Advanced tab > Then click on Settings button listed under Performance option...... After this uncheck the "use drop shadows for icon labels on the Desktop" option.....

All these options will remove blue box from the Desktop icon....