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You can't remove it. It's the default setting

Thaaaank You!! for your reply,

I managed to remove it anyway...
if you need to know how message me 😉

Actually youll find there are ways to remove it.

Tweak XP has an option to remove desktop icons as do other like programs!

Open Regedit
Find Key

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\Desktop\NameSpace\{fc181130-05a0-11d6-8140-000102e745a6}

Delete
{fc181130-05a0-11d6-8140-000102e745a6}

And it's Gone :bday: