Windows 7: Unknown little black box with arrow and 'A' in it stays on the screen

For no apparent reason, there is a little black box on my screen with a white open, compacted arrow in it and inside the arrow an 'A' (see screenshot). The screenshot shows Mediaplayer open but it is there constantly, independent of which program I am using. It seems 'dead': clicking on it (either right or left) results in nothing. How can I remove it? Now that I have made the screenshot, suddenly there is an arrow through it.
Thanks for advice! IJmir

since when is this house appearing?

@Koolkat: since about a week and a half or so

did you install any software/make any changes with windows media player by any chance back then?

I think I installed Wavepad and perhaps also a thumbnail tweaker programme. However, when I did that on my previous laptop I did not get this box. Also Microsoft Office downloaded updates and so did Adobe

if it appears each time you boot your computer, then it must be in your autostart list.

type msconfig into your start-menu searchbox, goto the startup tab and see which entries are ticked.

you can probably work out the offending start-up entry yourself, but if you need more help, post up a screemshot of your msconfig startup tab.

Wavepad is software to edit music files. So I do edit music files that I choose from Mediaplayer playlists that I made before and I use Wavepad for the editing

It reminds me of the images that appear on some OEM computers when Caps lock or Num lock is turned on and off. What brand computer are you using and did it come with a lot of pre-installed OEM bloatware?

well done. i reckon it's a thinkpad caps-lock.

@Mickey: I found 'Smart Audio Control Panel Application' in the Start Up menu. That may well be the one because I also get a transparent temporary control panel every now and then from the same time as when the box started appearing. And that pop-up panel seems to be an audio control panel. I unticked the above Appl. and restarted the laptop.
OK, and then I read Petey's comment. And yes: it's the Caps lock !! Strange though, that it stayed on the screen and didn't go away. (And by the way: what does an 'A' have to do witch caps ....??). Mickey's assumption triggered by Petey's comment is corrrect: it's a Thinkpad. I am using a Lenovo Edge (and am down to my third hard drive since I bought it 6 months ago !!!!! What a lousy machine !!!).
But it may be that I caught 2 birds in 1 hand now because I may have solved the box problem AND this annoying pop-up control panel. So THANKS!! both for your advice and help!