Force Windows to show a system tray icon
As Raymond Chen would say, "Imagine if this were possible." Now tell me how many apps would choose not to force their tray icon to be always visible! Everybody thinks their tray icon is the most important. If there was a programmatic way to say "show my tray icon all the time", we'd be back to Windows 95.
Configuration of tray-icon hiding is left to the user, on purpose. If you want to always see your tray icon on your computer, there's nothing stopping you. Just right-click on the expander button, click "Customize Notification Icons" (that's what it's called in Vista, may vary in other OS versions), find your app's tray icon in the list, and select "Show".
it does not show because, even if you uninstall your application, the display setting is saved under the PastIconsStream registry entry. Windows saves the settings for icon identifiers even if the app isn't already installed. For the first install, it will appear, then hide itself (which is what you want to achieve, I think). For subsequent installs, it won't appear anymore, because Windows remembers the setting. If you are still testing your application, try clearing the PastIconsStream registry entry. This will revert back to the "show at first, then hide" behavior.