Java doesn't directly support the system tray as it is native to windows, but you can still do it by using java with another language. You'll sacrifice some of your portability, but perhaps you can find a way to work around that for non-windows users?
Here's the first return from google on the subject.
http://members.lycos.co.uk/gciubotaru/systray/
Somewhre too there is an ongoing thing about this -- perhaps on the JCP or java.net -- like it was going to be part of a release. What to look for is actually the Java Desktop Integration (is that what it's called) -- Sun is leading it and it's on the JCP or java.net (or both ...) and it's about some more desktop functionality like that.
- Steev.
Should not be very difficult . Just learn to create a tray based app and launch Javaw. Anyway, here's a tailormade solution (Bless codeproject when it comes to Windows sruff!)
"Java System Tray Application using Visual Basic"
http://www.codeproject.com/useritems/system_tray_in_java.asp
Cheers!
-R.