New Program Appears in Start "Column"

First of all, what is that column of programs above Start
button
really called.  A program suddenly appeared named
"del".  The
rectangle also has something similar to a German Air Force
cross in
brown on a black square.  Is this as sinister as it appears
to this
absolute beginner.  I have an older Thinkpad, Pentium II, 20
G hjard
drive, 256+64 memory, Windows 2000 Pro. Thanks for
help/advice.