Some information for you:
Chevron is missing:
For some users, setting the very first icon to Always Hide, restores the
arrow/chevron. Note: It does take time for it to become effective.
Icons are missing or disappear, reappear: This happens for most Auto-Logon
users.
Methods/workarounds: Log off and Log back on, password protect your account
or disable SSDP and uPNP Services.
Disable SSDP and uPNP Services (Line 156)
http://www.kellys-korner-xp.com/xp_tweaks.htm
Or if you are running XP SP1 uninstall UPnP from Add/Remove Windows
Components.
Hide or Show Inactive Icons in the Notification Area (Line 53)
http://www.kellys-korner-xp.com/xp_tweaks.htm
Remove Past Items From the Notification Area (Line 53)
http://www.kellys-korner-xp.com/xp_tweaks.htm
Once done, Open Task Manager, click the Processes tab, click Explorer.exe,
and then click End Process. In Task Manager, click File, click New Task,
type explorer, and then click OK.
The "Past Items" values are written to the registry as part of the user log
off process. This is why it is necessary to "crash" Explorer, so the system
will re-read the new values, and not retain the old ones that are already in
memory from a reboot.
Troubleshooting the Notification Area
http://www.kellys-korner-xp.com/xp_n.htm#na
Troubleshooting the Volume Control Icon
http://www.kellys-korner-xp.com/xp_v.htm#volume
Taskbar Repair Tool Plus!
http://www.kellys-korner-xp.com/taskbarplus!.htm
Hide All/Show All Notification Area Icons (Line 134)
http://www.kellys-korner-xp.com/xp_tweaks.htm
--
All the Best,
Kelly (MS-MVP/DTS&XP)
Taskbar Repair Tool Plus!
http://www.kellys-korner-xp.com/taskbarplus!.htm