This album has been downloaded to this iPhone. Do you want to delete it from My Music, or remove the downloads from this iPhone?

Hello,

I recently synced some music to my iPhone, after having some trouble syncing I updated my iTunes and iOS. Now, behind every album that I synced via iTunes there's a phone with a checkmark in it. When I click on it it says the following: This album has been downloaded to this iPhone. Do you want to delete it from My Music, or remove the downloads from this iPhone?

I get to choose between "Delete from My Music" or "Remove Downloads", either way it deletes to song/album. The phone with the check mark is slightly annoying me because it displays in the "Recently added" tab too.

Is there any way of getting rid of this icon? I tried both options and re-syncing.

Pictures should provide any information needed, thanks in advance for any possible help,

Kieran.