I presume you're using the PKL version of the mappings on Windows, if you have an on-screen display.
To get rid of it, just go to the system tray in the lower right-hand corner of your monitor and right-click the cube icon which has the letter "M". If you don't see it in your system tray, you may need to expose the hidden icons by clicking the upward-pointing triangle icon.
Right-clicking the icon brings up a menu which includes "Exit" at the bottom. Click exit and the cube icon should disappear since it has exited.
You can then delete the downloaded files and it will all be gone.