Copy/pasted a shortcut now all icons on desktop are highlighted

[888qqq]

I just downloaded Malwarebytes Anti Rootkit. It saved in "Downloads", so I right clicked on the icon and pasted it onto my desktop. When I pasted the shortcut onto my desktop all of the icons on my desktop highlighted in blue. I don't remember if I did a simple copy/paste or a "create shortcut" or something else. I don't remember all the steps I went through to copy the icon, but I think there was an extra step than a simple copy/paste. When I copied the icon I got a message saying that there would be some kind of connection or link with anandtech. The Anti Rootkit was recommend by someone here on another forum, and I clicked the link from his post. I use Windows Home XP. Thanks for any replies.