Thanks for the reply, Microbell. As far as the Sound icon is concerned: Yes, the "show icon..." checkbox is checked, and always has been. If I uncheck it and recheck it and click "apply", the icon will appear, but again, not on reboot.
Right now, the LAN icon and my Microsoft Mouse Icon appear in the system tray, but not the speaker icon or the "unplug/eject" icon. If I go to Task Manager-->Services and stop Explorer then restart it, both the speaker icon and the unplug/eject icon will appear, but the mouse icon won't. This is a real head-scratcher!
In any case, neither icon appears on inital boot-up. I wonder if it has anything to do with icon cache, but I'm not sure where to check for that. Also, I don't know where to find the "unplug/eject" icon settings. Surely there must be a place where I can find any applicable settings for this.
Thanks again for the reply.