How to remove icon

The icons represent programs that are running.

To remove the programs you don't need at startup:

In the Run box on your Start Menu, type in msconfig, hit the startup tab, and uncheck the items you don't want running at startup. You can run programs any time you want, but they don't have to run right from bootup.
If you don't know what some items are, look them up here. Almost all will be on one of the first two sites:

http://www.bleepingcomputer.com/startups/
http://www.liutilities.com/products/wintaskspro/process...
http://www.pcreview.co.uk/startup/index.php?file=cwtray...
http://www.raymond.cc/blog/archives/2007/05/04/remove-u...