|What is the name of the icon?|
Right click it and look at it's target - presumably it is tied up with spyware terminator.
It might be a necessary icon but if you are certain you don't need it then normally you would right click it and delete it. If this doesn't work you could try a free program such as "move on boot", or even delete it using a Live Lunux CD (such as Puppy Linux).
It all depends what it is.
Always pop back and let us know the outcome - thanks