PartyPoker Zip folder showed up on my desktop?!

[okayplayer]

I played a little bit at Party last night, and then it went down, and so I continued to play at the other site I play at, and later played on Party again for a while. When I close all my programs (poker clients, PT and GT+), I find a PartyPoker folder (Zip) on my desktop that definitely was not on there when I started the night. I scanned it for viruses, and it came out clean, but I don't know if I should just delete it or what.

Has this ever happened to anyone?