Before the Error
I've modified my ~/.config/user-dirs.dirs
XDG_DESKTOP_DIR=”$HOME/Área de Trabalho”
I've changed the line above by
XDG_DESKTOP_DIR=”$HOME/Desktop”
And updated with
$ xdg-user-dirs-gtk-update
$ xdg-user-dirs-update
Nothing wrong until here.
Testing Modifications
After that, I was testing if everything was ok. First, I created an empty file on Desktop
$ touch Desktop/teste.txt
The file was created with success. But, it was not appearing in my Desktop --- I could only see the file via Terminal or Nautilus, opening the Desktop folder.
Bug
So, I've opened the Nautilus and --- I don't know why --- dragged and drop the teste.txt file from the Desktop folder in Nautilus to the visible Desktop. Then, I've removed the file via terminal $ rm Desktop/teste.txt to see if the file would disappear. But no, it didn't. It stills here. When I click with right bottom, Rename, Move to Trash options are gray. I tried pressing Delete button, but nothing. F2 does not work either.
What should I do? Have you seen this bug before?
Screenshots
File that can't be deleted: http://i44.tinypic.com/kdqz4y.png
Nautilus Desktop and the Desktop

Trying to open the file: http://i39.tinypic.com/2nkhnps.png
It says:
It was not possible to show /home/victorhugo/Desktop/teste.txt
The file type is unknown
EDIT
The file disappeared. I just had to reboot the Ubuntu. Thanks everyone!