@ Rageplay,
Did the reply that spg SCOTT gave you answer your question? We are trying to understand exactly what you want to delete when you say "the icon in the right click menu." If you are not referring to the icon in the BOTTOM of the right side of your screen, and instead you are referring to an icon in located on your monitor screen, then to delete it you only need to right click it, then you will see a drop-down menu and click "Delete."
Please let us know if you have any other questions or need clarification. Thank you.