volume icon: open control panel (category view), click "sounds, speech, and audio devices", and on the volume tab, check "place volume icon in the taskbar".
battery icon: open control panel (category view), click "performance and maintenance", click "power options", and on the advanced tab, check "always show icon on the taskbar".
if these checkboxes are already set properly but not displayed, they are probably hidden. to restore them, right-click the task bar, choose "properties", and on the taskbar tab click [customize...] and set the behavior to always show for those items.
as for the on-screen volume indicator, if it's a big TV style indicator, that's a function of your laptop's audio driver. if it's a small volume graph in the lower right corner, it should be restored when you restore the volume icon.
I have an HP Pavillion (dv9000) running XP and some time ago the battery meter/indicator disappeared off my task bar. I've gone into the power options in the control panel and everything seems to be set up correctly but it does not show up on the bar. Same thing happened to my volume indicator. Used to be I when I hit the volume +/- it would visually show me the volume indicator gauge on my screen but not anymore. I have to guess how high/low the volume is. I suspect the problems are connected (??)but have no idea how to resolve them. Any and all ideas are appreciated.