The icon you see is the snapshot button.  This feature can be used to take a snapshot of your GPS screen. 

To turn off this feature go to Preferences > Screen Snapshot Button > Off.

To access snapshots you have taken, connect your device to your computer.  On your computer, navigate to My Computer to access your folders.  Select the device folder.  Click the folder RM > User > ScreenSnapshots.  Your screen captures will be saved here.