When you install the DLP Agent with the msi and the provided batch there is a marker you should add in order to remove the tray icon.
the marker is:   NOSMC=”1”
This means that in the batch file that installs the agent you will paste the line (the marker) specified above.
You can find more information in the Vontu knowledge base (article ID: 50030)

If you are deploying the DLP Agent with Symantec Altiris, there is an option inside the Altiris console that removes the tray icon, If this is the situation state it here and i will provide assistance on that matter (I assume your deployment was not with Altiris).

Kind Regards,
Naor Penso