This is something interesting to note.
Even same thing happened with me. I think Windows XP just puts the icon there for no aparent reason, since when I installed XP on my system the Floppy was disable from the BIOS and even then , It showed the Floppy drive icon in My Computer folder.
This could be a bug in the OS itself.
Solution:
I used TweakUI to hide it. So, you can also try doing the same. good luck.