It's possible the icons are not set to hide. Over in the "systray" (that area where the time might be shown), you also click the Customize to set items to hide.
Bob
I right clicked on the taskbar and check hide inactive icons but the "icon hider" arrow never appears. Ive rebooted and triple checked that box but no luck. Ive also looked at the task manager and there are processes running that appear to be hidden but theres no way to access their tray icons because the arrow isnt there. Huh?
m

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic