USB device can be 'hot swopped'. In other words you can remove the USN cable
while the computer is on. The icon you refer to is simply a safeguard for
the purpose of hot swapping. It doesn't appear unless you have a hot
swappable peice of hardware. For example i have a usb dvb tv unit. If my
machine is on and i want to disconnect the tv unit i simply click on the
'safely remove hardware' icon, click the stop button and i can safely
disconnect the usb plug from the machine.
If you don't like the icon being there you can always hide it byt right
clicking on the taskbar and selecting properties. In the taksbar and
startmenu properties window the takbar tab should be visible. look at the
bottom of the window and make sure a tick is placed in the box marked 'hide
inactive icons'. Now click the cutsomize button. Look down the list that
appears until you see 'safely remove hardware'. To the right of it you will
see the words 'hide when inactive' Click on this and a box will appear with
a green arrow on the right. Click the green arrow. A drop down menu will ow
appear. From this menu select 'Always Hide" Finally click OK. In the next
window click Apply followed by OK to exit.