1. Click Start, and then click Control Panel. 2. Double-click Display, click the Desktop tab, and then click Customize Desktop. 3. Click to select the check boxes for the desktop items that you want to display, or click to clear the check boxes for the desktop items that you want to remove.
It's unlikely that you will speed up your computer by deleting your desktop icons - you'd be better off removing the programs you don't use to gain some extra disk space, however to remove them you just right click on the icon and choose 'delete'.