Unknown little black box with arrow and 'A' in it stays on the screen

I can't say specifically why an "A", but I can say that back when it was decided to include Caps Lock, Num Lock, and Scroll Lock on computer keyboards it was also decided that an indicator of some sort was needed to let people know that those were on, so it was decided to use a row of LEDs and each one needed something unique to tell them apart, and using those symbols underneath the lights was decided upon, although on some older keyboards, the lights are spaced out more with the words Caps/Num/Scroll lock written underneath the light. Now a days laptop manufacturers have decided to leave out the LEDs and include software which indicates when they are on.

it definitely is caps lock, if you press numbers lock you will probably see the housey arrow icon with a number 1 in it,

im using a lenovo laptop atm and it has the caps indicators with led's and the icon.

No, you don't need to make another thread. Probably best to keep it all contained to one actually.

Go to control panel and open Programs and Features. Maximize the window and take a screen shot (instructions in tutorial below). Attach it to your next post so that we can see what OEM software is installed. From there we should be able to help you either disable or uninstall the software.

Screenshot with Paint

I believe the On Screen Display software is the culprit based on its name and the discription of the software on Lenovo's website. I would recommend turning off via MSconfig is you can, or if you want to remove it that should be fine.

i have a similar volume level indicator when i use Fn and the left/right arrows but when i use the speaker icon in the systems tray it doesnt show the lenovo volume display.

im not sure how to stop it and if you delete it you may lose other indicators like the trackpad disable /enabled icon and other fn key features.

It might be worth creating a system restore point before making any change.

System Restore Point - Create