The link is made by a program that is still installed.
I had the same garbage though I don't remember what it downloaded with.
Like when you get a Yahoo toolbar in a download as I did with my HP printer driver
two days ago.
Go to Start> Control Panel> Programs and Features and see if there is a Zenga listing. If so delete it.
Let me know and we will search further if necessary.
I presume the link is a desktop icon perhaps?
Once the program is gone the icon will disappear or can be deleted seperately.