I am not sure of how you created the desktop icon but the basic procedure is to go into your project folder and browse to AdvancedHMI/bin/Debug or Release folder (whichever holds your files) and then right click the AdvancedHMI.exe file, point to "Send To" and select "Desktop (create shortcut)". Just like the attached picture shows.
Whenever you make changes to the project in Visual Studio and they do work in the project, you should rebuild the solution and press F5 or click the green arrow to run the program. After that try using the desktop icon (I would close VS before doing so).
You could also clean Temp folder, if it hasn't been done in a while, by clicking Windows key + R and typing %temp% (if Windows is Vista or 7 or 8 then just type %temp% directly in the search box). Whatever files show in this folder you should be able to delete by clicking CTRL + A and pressing Del button --> then empty the Recycle Bin. Some files, if currently in use by some application, will not allow you to delete them --> deselect each file as it shows by holding CTRL button and clicking the file.