Now that you say it, I remember, even I have seen it a couple of times, suddenly appearing! I thought I had done something and simply deleted it - or it just went away. Here are a few things you could try:
1] Open Desktop Icon Settings from the Control Panel and then check and then uncheck the Network checkbox. Click Apply and Exit.
2] Open Advanced Sharing Settings in the Control Panel and see if checking the Turn off network discovery helps.
3] If you don't use HomeGroup, then you could open Services Manager and disable HomeGroup Listener and HomeGroup Provider services.
... or then maybe its simply a bug where the HomeGroup icon appears on the desktop at random.