I have a strange lock icon at the top of the screen and impossible to remove

Does it look like a padlock with an arrow going around if it is. Then that's the screen rotation lock. you can change that by doing this: double press the home button, slide the bar at the bottom from left to right. tap the circluar arrow and voila! that should do it.

use this as reference: http://support.apple.com/kb/TS3805

It sounds like you have lock rotation on?

From the home screen would you like to double tap the home button in quick succession. Swipe to the right should bring up your music controls and on the left is the option to remove lock rotation.

Portrait orientation lock.

Double tap the Home button...swipe left-to-right...far left is the orientation lock button...tap on/off.