When ever you mount drives / partitions, drive icons will appear in the desktop. If these icons annoying you then simply remove it by using following method. Open Terminal (Applications -->> Accessories -->> Terminal), type sudo gconf-editor and hit enter. This will bring up new window (see screen shot).
In the configuration editor window navigate to apps -->> nautilus -->> desktop. Now you can see volume_visible is enabled on the right side of the window. Disable it by clicking on the tick mark. Thats it.