There are few icons which come along with installation of windows xp, to take a permanent seat in your system tray, which are as a matter of fact not required there. You should try and keep your system tray clean with least number of icons there, only the ones that are required at startup like your antivirus and firewall and two or three more, as per your requirement and choice.

Now there is one which keeps reminding you to keep your computer up to date, and it usually pops up every now and then on your system tray if you dont wish to update your windows regularly.

To remove this yellow icon from your system tray, click on it once and a new window titled, "Automatic Updates" would open up. Click on the button "More Options" at the bottom of the window.

In the "Automatic Updates - Help Protect your PC" you would notice you have a choice of four options to choose from:
1. Automatic (recommended)
2. Download updates for me, but let me choose when to install them.
3. Notify me, but don't automatically download or install them.
4. Turn off automatic updates.

You need to select and click on the 4th option from there: Turn off automatic updates. Followed by clicking on "Apply" button and then on "OK".

Finally the icon vanishes from your system tray!