Unwanted Icons

Hi Folks, sorry if this seems like a stupid question, but I have downloaded a few bits and pieces (Filter for iTunes for example) and also transferred some files across from the old PC and the icons seem to be cluttering up my screen on the right - is there anywhere I can put them to "tidy up" so to speak?

Those icons are the actual programs that are on your desktop. If you open finder you will see them there.

What I did was create a folder under my user "Things from Desktop" just called it that, and anything I download I have it go there instead so that they do not clutter the desktop. After you create a folder for this sort of use simply drag all those items into it.