go to:
Settings > Connectivity > Mobile Networks > GSM/3G/GPRS/EDGE > GSM Only

that will remove its icon from the main screen and it will come back only when u actually connect ur phone to one of those services. e.g. if u open up a wap page and ur network supports edge, an E icon will come up on the corner of the screen when its connected and will go off when ur not using it no more...

hope this helps...