You don't mention which windows you are running. I have XP Home/SP2.

Try running powercfg.cpl (or, equivalently, hit power options on the
control panel)

Hit the advanced tab and check Always Show icon on taskbar and hit
apply or OK.

I notice that sometimes the volume taskbar icon disappears on my
computer and my settings show it's still supposed to be there and I
can get it back by unchecking show volumr icon, hitting apply, and
then checking, hitting apply.

HP has its own little power program that it told me to install but I
didn't see that it did anything that my Window control applet didn't
do so I got rid of it.