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:


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