TT, look up a couple of Posts. Dr. Klein gave a link to his blog. :)
This is one of the reasons why I'm big on seeing an example of what is going on. I wasn't really sure what was occuring before hand. From looking at Dr. Klein's blog, you can see that there's an issue. (ie The big black dot in front of the Links sidebar header.)
I had the same problem a few weeks back with the search box on a theme that I installed on my blog.
In this case, if you look at the pages source code, you'll note that the other sidebar headers are wrapped with H2 and em tags while the Links header is li tag and the h2 tag. That's probably the issue.
Feedback sent with a pointer to this thread.
The icons go away when you use the Sidebar Widgets. If you can catch it, I currently don't have any widgets installed on my test blog and I have the icons. When I placed the Widgets, the icons disappeared. The coding is different since the Widgets are not theme specific.
Hope this helps,