Sure they can run on linux but, its highly unlikely its on your machine
for these reasons: The run on linux IF the person is standing right
there at your machine installing it. For me to give you a web site and
you click on the URL and you go there and get infected with malware all
while being on ubuntu - so unlikely it is that you have a greater chance
of having a cold this instant just because I said that you do.

Yea, sounds silly - I know - but that is what we are talking about.

Yes. There are security problems for linux but I highly doubt this is
the problem - unless you believe someone has physical access to the
computer system.

Take a screen shot and post it to the photos section of the group so we
can see your Opera browser icons.

When you put your cursor over this new icon, what does it say?
A tooltip will come up when you leave the cursor there for a few moments.

If it is there after a reformat, did you restore your home directory
after reformatting? I would tend to agree with Wade that it would not
be a key logger. It is not impossible to get one, really, but it is
highly unlikely. However, this seems to be an Opera issue, so if
Opera is perhaps compromised and you can't get it off of the system,
don't use Opera until you have it figured out.

I would investigate where Opera keeps it settings in your home
directory and try wiping out that directory, since all your
application settings are stored in your home directory if you restored
it after a reformat, this would be why Opera didn't change. What
makes you think the icon is malware?

Can you tell me where the home directory is?

And where will the Opera contents be in it?

I have a restore disk for my machine, that I bought from a company in
Georgia, that sells Ubuntu machines.

That's the one that I used.

And I took a screen shot, can you please tell me how to copy it, and
post it to the list?

Look in Synaptic. Search for 'rootkit'. There are 2 programs available. I
installed both and run both. I like Ubuntu because of the programs avaiable. A
coworker recently tried Ubuntu and swithed both computers at home. He acquired a
rootkit from playing a DVD. He took care of it by searching synaptic.

I just loaded and ran rkhunter and it displayed a couple of warnings and
told me to open rkhunter.log.

I tried to open rkhunter.log but it is a dimmed selection and I couldn't figure
out how to open the log.

Any suggestions for a newby?

rkhunter should open it. If not, you should open it in a text editor.

Ubuntu is much safer than Windows users I think.
Except virus, there are many keylogger program for windows. Last week, I found a this keylogger (http://www.anykeylogger.com/) on my girl freind's computer, I can't sure it was installed by others as a program or infect her computer as a virus.