If you're using Windows Vista or above, right-click on the Windows taskbar, select Properties and press the Customize button below the Notification area. Select Show icon and notifications as behavior for all your icons and press OK. After that, click the Show hidden icons button from System Tray and drag-and-drop the icons to your taskbar.
If you're using Windows XP or below, click the little arrow icon from System Tray and you will be able to see all your programs. Press the Customize button, select Always Show as behavior and click OK.