In Win 7, if I click on "Customize" for the taskbar notifications, I can select what always shows in the taskbar.  The problem is, it doesn't keep my settings.  For instance, I set Steam to always show the icon and notifications.  Two hours later, the icon is hidden again and I have to click the little up arrow to see it, and try to change the settings again.  Yes, it's minor, but it's an annoyance ... anyone know a fix?

Do you have administrator prevlieges?
Do you have some sort of registry cleaner program installed?

It seems like it is not able to write/save to the registry. I don't have access to a Win7 right now, but read this article (it is not about your issue.) Try looking in that registry key and see if everything looks right to you. (ASSUMING you are computer savvy enough to already know how the registry works. If not, don't go in there you can destroy your whole computer.)
System Icons do not appear...

Apparently links don't come thru on the ARL side of the site, so I'll have to check it out when I get home.  Thanks!

I've never seen that problem on Win 7 but I'm not using Steam.

Is it only steam that does it?

Could Steam be starting and stopping it's self/process? That might cause it's taskbar icon to somehow become unregistered.

Problem is with programs that update alot (like Steam games), it will reset the notifications with every update...