Do I have a virus? What is this green icon?

Just got a new computer at work and was just starting to install all of my required software on it.

I downloaded something and may have installed it by mistake (it could have been TortoiseSVN).

Immediately after starting and logging in:

Task Switcher:

Desktop after switching to window with green icon:

Do I have a virus? I installed AVG but it did not find any viruses. What steps should I take?

At first glance I'd say no, looks more like a glitchy program, perhaps some kind of download manager judging from the icon? but I'd pull open task manager and see.

Press Ctrl+Shift+Esc
Click on the Processes Tab
Under View select select columns
Check Image Path Name

Try to find what you think that process is. You may be able to see it on the applications tab and see what process it is by right clicking and clicking on Go to Process. If the Image Path Name shows it running from either C:\Users... or C:\Program Data... for anything under the processes tab there is a good chance it is malware, otherwise it may be just something you accidentally installed.

You may want to scan with Malware Bytes to be safe but you'll probably be able to disable it from Programs and Features or msconfig.exe.

That is for Dell Backup and Recovery software. We have the same problem at work on our new PC's. It loads, but then displays the gray box up in the corner like you showed. Only way to get rid of it completely is to uninstall it from the computer. It comes standard shipped from Dell installed on there.