I just go off chatting with Dell. The Icon that you are referring to is actually a application "Quick set" that works for the shortcuts of the keyboard. You can disable it by using msconfig, and turning off the Dell Quickset in the startup tab.
However, if you turn it off you can't use quickset. On my Inspiron 14 laptop, that means I can't control the volume, brightness, and media controls. So you basically have to live with it. Not to smart on Dell's part.