If you don't want to have the Java icon displayed in the system tray, then proceed as below:
- Click on Start> Contro Panel > Java
- This should open up the "Java Control Panel"
- Go to the Advanced Tab and expand the Micellanous section (click on the small + sign)
- Uncheck the box next to : "Place Java icon in system tray"
- Click on OK and close the Java control panel.