How can I remove this icon from the menu bar?

That item is the VMWare fusion menu bar icon.

The vendor has this article and steps to allow you to disable and configure it.

http://kb.vmware.com/kb/1015330

To modify the behavior of this feature:

1. Go to Virtual Machine > Settings.
2. Click Application Menu (Applications in Fusion 3).
3. Click the Applications Menu tab if using Fusion 3.
4. From the Show applications menu in menu bar drop-down, choose Always, Never, or Only when Fusion is running.

Fusion 8

In Fusion 8, this is in VMWare's Preferences.

1. Click VMWare Fusion and select Preferences...

2. There will be a dropdown for Applications Menu:

3. Set this to Never or Only when Fusion is running

That's the VMware Fusion icon.

1. Click it.
2. Select "Application Menu Settings...".
3. Modify the dropdown next to "Show Applications menu in menu bar" to be "Never".