Fijate en http://www.simtel.net/pub/pd/15794.html que está para bajar el control systray.ocx, sino fijate con esto:
Private 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
Private Const NIM_ADD = &H0
Private Const NIM_MODIFY = &H1
Private Const NIM_DELETE = &H2
Private Declare Function Shell_NotifyIcon Lib "shell32" Alias "Shell_NotifyIconA" (ByVal dwMessage As Long, pnid As NOTIFYICONDATA) As Boolean