I think that the option it talks about in the help is from the user interface in a previous version where the icon of the usb would show up in the status bar.
There's no status bar anymore.
With the VM shut down when you go to 'edit virtual machine settings' -> USB controller -> put a checkbox in "Show all USB input devices"
Do you have an option to remove it there? (Sorry I can't check it at the moment)
edit: Ok, read the help and that's not what that checkbox is for.
For actually removing the rule, please have a look at this answer:
Wil| Author of Vimalin. The virtual machine Backup app for VMware Desktop Products1 person found this helpful
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