Back up your registry: Start/Run/Scanregw/yes.
Go to Start/run and type Regedit.
Navigate to HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\explorer\Desktop\NameSpace
One at a time, click each of the keys under NameSpace, watching the name that appears in the right pane's Data column. One of them should match the icon you want to get rid of. When you find it, right-mouse click its key in the left pane, choose Delete, and close the Registry Editor.
Click on the desktop once to place the focus there, then hit F5 on your keyboard (to refresh). The icon will disappear.