I downloaded all the photos from my iPhone 4 to my PC and they all showed up on my desktop as icons. How do I remove them and still keep the pictures?
If they are shortcuts a little arrow shows up on them then they can be deleted, This will not affect your pictures as they are stored elsewhere and need downloading again to a folder in your Pictures link. Do they open up as a picture when you double click them if so just highlight them all cut & paste and put them in a new folder you have made in Pictures you can also right click on one go to Properties/General and it should show you just where your photos are stored.
right click on desktop => view => uncheck on "show desktop icons"
are you sure you downloaded the photos or made a link? how you downloaded, are everything ok on the desktop or you have other problems?
Pick any of the icons, right-click on it and select Properties. If the filename is showing up as an image type (probably .jpg), you can simply select the files and move them to a new location. On the off chance that the icons are actually .lnk files, look at the location of the actual file so you know where they were stored on the system. The associated .lnk files can be safely deleted without affecting the pictures themselves.