Artie was from OS/2 4.0, and reminded you to register your copy of OS/2. You can deactivate it by deleting art.exe.
elephant.zip contains a dancing elephant in front of a breaking window. It's in relation to the quote that 'elephants can't dance'. I have also an OS/2 2.x era wallpaper of the OS/2 elephant. I think it was intended to refer to OS/2 being elephentine, but the period DOS/Win31 still came on 9 to 10 diskettes.