In finder, preferences (click on Finder in the menu, click on preferences). General preference tab, uncheck "hard disks".
But why you want to do this, I don't understand.
Maybe you should get used to OS X for a few weeks as it is now. The hard drive icon is pretty useful where it is.
Hey, I am with the OP. One of the first things I do when I get a new Mac is turn off the HD desktop icon. I like my desktop to be empty and clean. I just open the finder from the dock when I need something.