There is a weird grey square in the left corner of my desktop.
It doesn't appear on top of any applications.

A virus scan turned up nothing.

Is this some Windows feature?

Edit: I tried moving it and it seems like a weird little window.
You can close it with Alt+F4, but it comes back at startup.
I can't seem to find anything weird in Startup either?

Right-click on the item and look at its properties.

What details does that reveal?

Right now, I have no idea. Essexboy is our HJT expert, so perhaps if you post a HJT log, it might be helpful for him to cast his beady eye over.

Also - can you post a screenshot?

The HJT logs don't look suspicious, everything checks out as real programs.
The logs also aren't different when it's running and after I've closed it, so I think it's part of some program or updater.
It's not a virus or anything, and doesn't effect the computer in any way, running or not, but it's just annoying.

It looks like this: