Sorry but it is a known issue, however as it isn't a threat or major it may be some time before it's addressed.
If you need to get rid of a recurring desktop icon see this FAQ:
http://service.mcafee.com/faqdocument.aspx?id=TS100906&lang=en_US&prior_tid=2&An swerID=16777216&turl==http%3A%2F%2Fkb.mcafee.com%2Finfocenter%2Findex%3Fpage%3Dc ontent%26id%3DTS100906%26actp%3Dsearch
Wait a minute, we already went through this. I've already told you that it's a known issue, no solution yet.
SIX YEARS AND STILL NO SOLUTION... AND I SEE THE DESKTOP ICON ISSUE IS STILL NOT RESOLVED!
Contact Technical Support, it's free by phone or online chat.
Edit: I believe that this was considered normal behaviour and work on it was stopped. It's a normal Windows process that places it there as that is where the installed programmes are supposed to be displayed.
That's what Windows Start Menu is designed for.
I can't see the developers diverting resources to something like this when there are more important things needing attention.
If you don't like it then Technical Support may have a workaround.
See the link under Useful Links at the top of this page.