Parallels Desktop - File Won't Go Away

After starting Parallels Desktop Mac 4.0 and having a session using Windows XP Pro
Shutting down Windows and quitting Parallels DeskTop.
A file remains on my Mac desktop:

Filename: ParallelsDesktop-parallels-en_US-4.0.3848.450204.dmg.prlupd-part

I move it to the trash and empty trash, this file comes right back

The file size also keeps increasing as it sits on my desktop

What is this file, how do I get rid of it and keep it from re-occurring ?

 

That file is a background update file. After it autodownloads it will go away. (if you want it to go away quicker, in parrallels go to preferences and click on update, and in that window choose to update now. After its done that temp file will go away).