Next time it happens, go to task manager and make sure there is a process called "systray" running. This is the process that provides the system tray (the tray next to the clock that you seem to be missing).
If that process is not there, then that is why. For some reason the systray process seems to be crashing so the icons disappear.
If systray is running, then I'm stumped :-?
EDIT:
Sorry, I'm an idiot. You don't see systray running in task manager on XP. This could still be the cause, but I don't know how to check.
