This question was asked before, and at that time I didn't know the answer. But my puter recently crashed and I had to format and repartion and re-install windows......anyway while getting my puter back to the way I had it, I didscoverd that if u disable the auto play feature for the cd drive, u also get rid of that pesky icon. To do this go to "my computer", right click on the cd drive icon and from the "properties window, under "autoplay", choose "take no action" for each type of cd.

I know what u mean china. Ive done it so many times now on different computers I could do it with my eyes closed. And it is quite a learning experience.
BTW format and repartion = re-format and re-partition (gotta watch my spelling)
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thanks everybody. didn't think it would be so simple.