@rjth : Have you checked for updates in the App world for any applications that you have installed ? Tried battery pull? Search the forum for a thread named " A Chart Of Common notification/Status icon" and see if it matches any. If nothing works, try uninstalling applications and reinstalling them one by one.
Hope this helps.
Looks like a third-party app notification of some kind.
Look in your Applications folder for an icon with a notification attached to it. Check all your sub-folders. You can also open Messages and use the Menu key to explore the various sub-folders there such as Saved Messages, etc.