I'm thinking it is a process that starts after bootup. I thought it had to do with Skype or Yahoo IM. Doing the processes one by one in the Startup tab should do it. I realize it is a long procedure.
To play it safe though, I would like you to go to the Malware section
of this forum first and follow the instructions at the top. Especially the Click Here
link. That will give you several steps that will help you check any malware by yourself. If at the end of the cleanup process you are still showing the icon, and you may not be, then post a hijackthis log in THAT forum.
The "Malware Forum" is a very busy place and a two or three day wait is not unusual so hang in there.
If you are still having problems after getting a clean bill of health from the Malware Section, please return to this thread. Please do not post a HiJackThis log in this thread unless asked to do so and then only as an attachment. To attach log, when requested, either change the .log extension to .txt, or put the log into a compressed (zipped) folder.
Please post back if your problem has been solved.