Realvnc says you can't do it without recompiling hte source... but I've found other places that say otherwise .

I've done a bit of searching and I gather that if you install vnc as a service (set to automatically run), you can delete the other startup item (which creates the icon) from the HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run

With tight VNC there you can do it by

Win32 TightVNC includes code from TridiaVNC distributions, and therefore it should include Tridia's modification to disable the tray icon. Here is a quote from TridiaVNC 1.3.3 announce:

Added registry flag to cleanly disable the tray icon on all platforms and in all modes without affecting other settings. The default is "0" and indicates that the tray icon should not be disabled. A value of "1" will suppress the tray icon for all users.
HKLM\SOFTWARE\ORL\WinVNC3\DisableTrayIcon DWORD "0"
HKLM\SOFTWARE\ORL\WinVNC3\DisableTrayIcon DWORD "1"
http://www.tightvnc.com/faq.html

I'm not too sure of the differences between these programs. You may want to do some reading of the FAQs and DOCs before you try them out.