I took a look at the manual and the icon I have is not listed there. Have a look here to see what the icon looks like (it is the one in the top right, next to the bluetooth):
http://i41.tinypic.com/23jiakm.jpg
I also did a reset, and no dice. The icon is still there! Please tell me it is something stupid. My wife was an 8gb 3g and hers does not have the phone icon. Thanks