Today I discovered a small dot on my desktop, first I thought it was a pixel gone bad and "liquid" permeating into the pixels around it (even though it's no LCD display ^^).
But it turned out that my cursor changes when going over that dot and further examination revealed that you could enlarge the dot to become a black window. I can't place anything inside it, nor is it some kind of "notepad" for the desktop.
I was using Vista before with pretty much the exact same software setup.
Here's a screenshot of my black-hole-window: EVE Files: DESKTOPBLACK.JPG