Vista Home Premium x64

I'm not sure what I did. I was adding an icon to the top level of the Start Menu (you know, by dragging and dropping an icon onto the start menu), and the icon shows up properly and my Start Menu appears to work properly. But ...



Now, there is a folder named Start Menu on my desktop, and I don't want it there. So ... I try to delete the folder, and Vista won't let me do this. In fact, if I right click on this folder, the usual options aren't there. There are only three items in the right-click menu for this folder are Open, Explore and Create Shortcut.

How do I get rid of this, or move it back to where it belongs?