Uunwanted icon on the right of the screen

when i open 3rd party applications that i installed, such as skype or firefox, a disk looking icon (see attached) appears on the side of my screen. i can't get rid of it until i close the respective programs. why is this happening and how can i get rid of them?

fyi, i already moved the application icons for these programs into the applications folder...

all comments welcome

thanks

Right click on them and choose eject. Its a DMG (image file) used to install apps.

First when you click on the icon like this. You get your icon on the desktop with the application inside. Then you need to drag the application inside there to the application folder. Then throw both of those things away and your app will be in your folder.

also... make sure you "install" the program in this order...
1)open the .dmg
2)drag the application from the disk image to your applications folder (do not open it first)
3)eject the disk image (by dragging it to the trash)
4)open the application from your applications folder

following that order you should have no problems...

thanks guys, it worked...