I have a few desktop icons that won't allow me to move them to trash or relocate them on desktop.  A PDF, a DOCX and a PART.  Not locked under get info or get info command doesn't work. Suggestions?

I have a few desktop icons that won't allow me to move them to trash or relocate them on desktop.  A PDF, a DOCX and a PART.  Not locked under get info or get info command doesn't work. Suggestions?

This any help?
http://support.apple.com/kb/HT1526

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