Step 1: Open Configuration Editor
to do that hit ALT+F2 , then type gconf-editor and press Enter.
Then go to apps -> nautilus -> desktop and simply uncheck (select the row by double clicking on it) the box that says ‘Volumes Visible’.
You have done .thats all . You can see an instant change in your action Now your desktop doesn't shows an icon when a drive or a volume is mounted...ENJOY :-) Here is the screenshot