I tried to delete the icon by selecting it and hitting Del and was puzzled that the file was still on my desktop afterwards. Right-clicking the icon revealed that many menu entries were missing. There was no way to delete the file or take a look at the properties. Moving the icon into the recycle bin had no effect as well.

After some frantic researching on the internet I found a way to delete the icon directly in the registry. The icon – and many others – is located in the registry key HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\Desktop\NameSpace\. The key was {A5110426-177D-4e08-AB3F-785F10B4439C} but could be different for your icon. All I had to do was to delete the complete key (starting with A5..) and restart the computer afterwards.

Finally, after restarting the computer, the icon was no longer on my desktop. Hope this helps everyone else who is having troubles with the Sony Ericsson icon or icons from other companies.