is the way to go. However, depending on how quickly the agent gets it's configuration settings, you may still see the tray icon and incorrectly assume this was caused by the agent push.
If you really don't want the tray icon, leave your settings for the installation screen as you have them. Then go to the targeted altiris agent settings (settings -> agents and plugins -> Targeted agent settings). Select -> All Desktop computers. Then click on the user control tab, and uncheck "show tray icon".
Do this BEFORE pushing any agents out.