As I can see from the snapshot this is not "My Computer Icon"; it's Shortcut.
Go to Control panel "ovládacieho panela" and look for System "systém" and then double click on it, and then click on Remote tab "Dialkový"
Then go the Remote desktop section "Pripojenie k vzdialenej ploche" you will see what I mentioned above
Uncheck the box that says Allow users to connect remotely to this computer "dovolit používatelom pripojit k tomuto pocítacu"
I used Google translate to translate the English to Slovak.
HTH
Naser