these are all very entertaining ... I almost smiled
First
right click the taskbar | properties | notification area
tick "hide inactive Icons"
then click customize
you'll see a list of progs ... probably saying always hide
you need to change each one you want to see to either
hide when inactive ... or always show
or download Taskbar Repair Tool Plus
http://www.kellys-korner-xp.com/xp_t.htm
then
right click on the desktop | properties | desktop | customise desktop | untick run cleanup wizard every 60 days.
this should make sure nothing vanishes again
in Vista
http://www.winhelponline.com/blog/wp-content/u ploads/trayicons.reg