why do icons disappear when I drag them to desktop?

When I drag icons from the dock to the desktop, a little cloud icon appears on the lower right corner of the icon. once I let go of the icon it disappears and goes back to the dock. or certain icons like the itunes disappears and leave the dock to. This is happening for both me and my girlfriends macbook pro. We also both did a software update recently, so I think it has something to do with the update because it never has done it before. Does anyone know how to fix this?