I was getting the same as you in my notifications menu. It was after downloading apps from the market but not checking what permissions the apps...
Unbranded Vodafone downloading now in Scotland
Have a look at this thread
Charge your phone...
Just checked also update android 2.2 and htc sense update 89.24mb
I updated my desire today to 126.96.36.199 and now have the vodafone sign at start-up .
no other voda crap that I can see, any help...