Without having a look for myself I will attempt the best answer possible.
I'll assume your friend has a Windows OS of some sort. The very first thing that comes to mind is that the icon is controlled through the registry somehow. This is the same for Microsoft icons that you can't remove, but if you change the registry they can be removed. Second, if this machine is totally clean of the virus or Trojan, proceed, otherwise you are wasting you time. Finally, look up the virus at www.mcafee.com or www.Symantec.com to see if they have any fixes.
Proceed with caution, but I'm certain this is a Windows registry hack.
For more information on this topic, visit these other SearchSecurity.com resources:
Virus Prevention Tip: Cleaning out a virus infection
Featured Topic: Virus busters
This was first published in February 2002