Identify the program that the icon represents and decide if it needs to be in the system tray, for this hold the mouse cursor over the icon to see the name of the program the icon launches, like Realplayer, ATI, etc.
If you decide to remove it, then right- or left-click on the icon:
•CASE1 Look for something like "Remove from System Tray" then check this option
•CASE2 Look for settings/preference/options/open and select it to open it. From the new dialog box look for something as "Install/Show/Place icon in system Tray" an uncheck the option. Example for quicktime the option is located on the preferences advanced tab. For Java you need to goto control panel and look for the option on the advanced tab under Miscellaneous.
•CASE3 If there isn't any settings/preference/options to select, then you need to open each program and follow the above step CASE2
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If you also want to prevent the program from automatically starting when windows starts, then:
• Use the program's settings/preference/options and look for somethin like "Start with windows", "Load at Start up" and uncheck it. Quit the program.
• Remove the Program Shortcut from the Startup Folder
Click Start, point to Programs, point to Startup.
Right-click the program shortcut, and then click Delete.
• Or use Autoruns to enable disable auto-startup programs
http://technet.microsoft.com/en-us/sysinternals/bb963902.aspx
Hope this help