Not all icons appear on Tray

I have WinXP with 4 port ADSL modem router. My LAN and Internet works
correctly. But when I start my computer with the connected modem, not all
icons appear in Notification Area (on Task Bar near clock) generally. When I
disconnect modem and after this start my computer, all icons appear in their
place. They stay on the place when I connect modem after the start.

How can I correct this situation?

Thanks in advance

Lev