Para que se cargue al inicio del sistema tendrías que cargarlo en HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Run y para mandar el ícono al systray pudes probar con ésto, igualmente hay un OCX (systray.ocx) que lo hace:
Public Type NOTIFYICONDATA
cbSize As Long
hwnd As Long
uId As Long
uFlags As Long
uCallbackMessage As Long
hIcon As Long
szTip As String * 64
End Type
Public Const NIM_ADD = &H0
Public Const NIM_MODIFY = &H1
Public Const NIM_DELETE = &H2
Public Const NIF_MESSAGE = &H1
Public Const NIF_ICON = &H2
Public Const NIF_TIP = &H4
Public Const GWL_WNDPROC = (-4)
Public Const GWL_USERDATA = (-21)
Public Const WM_MOUSEMOVE = &H200
Public Const WM_LBUTTONDOWN = &H201
Public Const WM_LBUTTONUP = &H202
Public Const WM_LBUTTONDBLCLK = &H203
Public Const WM_RBUTTONDOWN = &H204
Public Const WM_RBUTTONUP = &H205
Public Const WM_RBUTTONDBLCLK = &H206
Public Const WM_MBUTTONDOWN = &H207
Public Const WM_MBUTTONUP = &H208
Public Const WM_MBUTTONDBCLICK = &H209
Public vgtProgramData As NOTIFYICONDATA
Public vglWindowProc As Long
Public Type RECT
Left As Long
Top As Long
Right As Long
Bottom As Long
End Type
Public Declare Function Shell_NotifyIcon Lib "shell32" Alias "Shell_NotifyIconA" (ByVal dwMessage As Long, pnid As NOTIFYICONDATA) As Boolean
