Right click on the status bar and Task manager. Once you in task manager find Divx and End process after that you can uninstall it.
Did I just answer your question?
You can just delete icons (they are just shortcuts), this will not affect the corresponding programs.
If you want to take Microsoft's icons off the desktop, download TweakUI (file TweakUiSetup.exe) form Microsoft.
This will do that the easier way. And it has a lot more useful feachures.