White 'paper with an envelope' on the screen - Mac... What's going on?

[Goandplay]

Just setting up Mac for first time. Uploaded some photos, made the screen fill the screen (IYKWIM) and now we cannot do anything because of this white paper coming out of an envelope blocking the screen....

Please help!

Anyone? Grumpy DP alert....

that might mean it is writing stuff to file- if you are copying over a lot of files that may be it.