You can't remove that, it's your user folder. You can unpin it, or you can choose to not show it. Right click on the desktop, choose "Change Desktop Icons" and you can uncheck it, then it will vanish.
Unfortunately this is also your USER NAME. You can't change the name, from Windows 2000 to 8, if you change the user name for an already established user, it will foul up the whole works. Make a NEW user with the name you want, switch to that user, then move all of your personal files to THAT user, then delete the Lenovo user. You cant have a user named "Fred" attached to a folder named "Lenovo" - The problems with this get multiplied as you install more and more programs that depend on files which are in your Appdata folders. If you make a new user, these all get duplicated into the new user folders, but you have to change the user name back to Lenovo, or else they wont be moved. I've been dealing with this since 1999, Microsoft put a "Change User Name" option in the OS that never should have been added to windows.
Yes, someone posted the change desktop icons solution for this up above.