It looks as if you have a rougue plasmoid which is not your desktop.
Quick solution is to reset your desktop which will put it back to its original look (delete .kde4 directory and re login, CARE what you currently have will be destroyed)
Long solution:
Safeties off- right click on desktop and Unlock Widgets (think you are already unlocked, hence the border), Icons do not Lock in Place
You can now move the large plasmoid with the border, move the icons, delete it if you want, edit it by clicking on the spanner icon on its side)
Perhaps move it more centrally so you know what it is.
Safeties back on - right click on desktop and Lock Widgets, Icons to Lock in Place
Next right click on the desktop and select Folder View Settings > Location - select Show Desktop Folder which is /home/Desktop via Dolphin.
With the widgets locked no more border around you large plasmoid if you still have it.
Phil