Hi Vance - Well, I don't know if you've some sort of XP specific
problem or not. I've found that there are, very occasionally,
some windows that TrayMin won't minimize (I've got one - see
below). You might see if it works on other windows than just
the one you tried it on. Otherwise, there's another approach
you can try using a program called HideIt, free, here:
http://www.expocenter.com/hideit/ This one's not as convenient
since you have to select the window you're interested in from a
list of active windows in the program and uncheck it, which then
hides it (rather than minimizes it - the window is still there
and active using resources, which may not be what you're after).
HideIt itself, of course, you put in the Tray. I use it for
the express purpose of automatically hiding one particular
window at boot up that TrayMin won't minimize off of the Task
Bar (a DFX equalizer I use in conjunction with a streaming radio
audio player while I work - ViddiPlayer,
http://www.viddiradioplayer.com/ which is in my Tray

).
Perhaps that will help.