I don't know which OS you are using. These instruction refere to XP pro. So you can try this in the hope that it will work. Or it may lead you to an alternitive idea. Open Control Panel > Click on Network Connections. You should find a modem connection icon here. Right click and select Properties. In the bottom left corner you should find a tick box labeled " Show icon in notification area when connected " Remove the tick. Click OK.
As I say, This is for XP pro. I hope it helps.