http://www.microsoft.com/windowsxp/using/security/internet/sp2_disablescalerts.mspx
How to Disable Security Center Alerts
Published: August 16, 2004
If you're running Windows XP Service Pack 2 (SP2) Windows Security Center should tell you the status of your antivirus software, firewall, and automatic updates. Security Center will alert you if your antivirus is out of date or turned off, firewall is turned off, or if Automatic Update is not turned on.
If you have received multiple alerts and would like to turn notifications off, you can disable the antivirus, firewall, or automatic update alerts.
Note You should only disable these alerts if you are an expert user. If you are in the process of updating or installing software you may also want to temporarily disable alerts, but please be sure to turn alerts back on so Windows can keep your status up to date.
To turn off Security Center alerts
1. Click Start and then click Control Panel.
2. Double-click Security Center.
3. In the Security Center, under Resources, click Change the way Security Center alerts me.
4. In the Alert Settings dialog box, clear the Firewall, Automatic Updates, or Virus Protection check boxes, and then click OK.
http://support.microsoft.com/?kbid=310429
To prevent the network connection icon from appearing in the notification area:1. Right-click My Network Places, and then click Properties.
2. Right-click the network connection, and then click Properties.
3. Click to clear the Show icon in taskbar when connected check box, and then click OK.