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What does it say if you click on "Show details"? It should say where it found them (Downloads or wherever).
Run a FULL Malware scan, reboot and try again. Something putting it on the desktop. If your not doing it them may be a rootkit. :)
If Tag Clean Bundle was a "Free Software" you downloaded, It is loaded with Malware and viruses.
First Delete the Setup file on the Desktop. Next Press the Win key+S to open Search and type appwiz.cpl. In Program and Features, uninstall any software related to Tag Clean.
Next download ADWCleaner, Scan and Clean, then download Malwarebytes, Scan and Quarantine. Here are other tips: How to remove a Trojan, Virus, Worm and Malware (Windows Help Guide)
Rogue killer found some nasty regentries... Deleted them and hope for the best... Also other nasty stuff were detected....