In 2009 SP1 release you cannot remove the icon from a page, there is no way to specify that.
You could try to remove rights for inserting and modifying Personalization table, but this way you would disable users from personalizing anything. It is a bit too severe and I wouldn't recommend doing that (they will not be able to chage anything in the product, they will still see Customize this page).
For the next release we should have a set of new features that will help you to define personalizaiton/configuration rights better.
Comments
You could try to remove rights for inserting and modifying Personalization table, but this way you would disable users from personalizing anything. It is a bit too severe and I wouldn't recommend doing that (they will not be able to chage anything in the product, they will still see Customize this page).
For the next release we should have a set of new features that will help you to define personalizaiton/configuration rights better.