Right-click on the Taskbar and select Properties. On the Taskbar tab and check "Hide inactive icons" if it's not already. Click on the "Customize..." button, find the icons that you want to never show up, select them, then set the behavior to "Always hide" from the drop down list.

Does that do what you want?

ScottW - No. If we do like that ,still we can able see by extending small right direction arrows .

jd2066 - System Volume.

Almost every application has an option in the preferences to turn off the system tray icon from displaying. Unfortunately you have to change that for each application separately.