Some Windows 95 icons are quite unimpressed by user commands that threaten their existence. In many cases this is just as well: if Windows 95 actually responded to a command to delete My Computer I hate to think what it might do! However, the Microsoft Network icon is rather less important, yet it's almost as hard to remove. Even if you use Control Panel's Add/Remove Programs function to delete MSN files, you may find that the icon remains.
One answer is to download Microsoft's Power Toys from http://www.microsoft.com/windows/software/PowerToy.htm. The Power Toys collection includes Tweak UI, a gem of a program which Microsoft describes as a "handy Control Panel for 'Type A' personalities". If you've ever lost sleep over questions like "How can I bring back that animated Click here to begin message that used to point to the Start button?", or if you have been driven crazy by that little arrow that attaches itself to every shortcut icon, then this is the program for you! You can use Tweak UI to select which icons are displayed on your desktop.
If you can't download the Power Toys, you can take the DIY approach and prune unwanted icons from the Windows registry. Run the Registry Editor (regedit.exe) and drill down to HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\Desktop\NameSpace.

Use Tweak UI to show or hide Windows 95 icons

Click the obscurely-numbered entries under NameSpace and check the right-hand pane to find out what they represent. Just hit the <Delete> key to vaporise the associated icon. A word of caution: back up the NameSpace key (you can export it to a text file) before you delete any subkeys. Then you can restore the icons later if you decide you need them after all.
- Neville Clarkson