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First, why are you doing this anyway? I'm not clear as to why you'd want to do this in the first place.
Anyway, here's how you do it -- right click the desktop and go to properties. Check around the tabs, and in one of them (labeled desktop or effects perhaps), at the top will be a thing where you can check off which icons you want or don't want on the desktop. Uncheck IE, and apply/ok your way out.
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