Vista Basic.
And I already looked there but it indeed does not have the icon. Like I said, I think the crypto-fascists at Microsoft do not WANT you to remove IE. After all, when XP came out they were pretty sure no one wanted to remove the icon but gave the choice anyway, XP was all about user friendliness (And anti-piracy, hehe). They'd think "Now who'd want something other than IE? There's nothing out there" but with Vista.. There are at least 5 browsers every one knows about and that you can pick from.
it IS an icon like those in that menu you showed, but it can't be disabled from that menu. Which means your only alternative is to delete it.