That's the fact.
Let's try this. Right click your Taskbar and click Properties. On the lower part of the Properties window in Windows XP, you should see that the area on the right part on the Toolbar is called ''Notification Area'', as the title says so. And if you try to search for ''tray'' in the Windows Help, you will find nothing.
But it is also true that many program developers call that area the ''System Tray'' and the icons there are called the ''Tray Icons''. Even highly regarded programs such as WinZip and Winamp used the term ''tray'' in their preferences (if you don't believe me go check it and look for ''minimize to tray'', it's there) so I don't think there's any problem if we call that the System Tray too.
I tried to find an answer on Google. Is this explaination correct ?
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Why do some people call the taskbar the "tray"?
Short answer: Because they're wrong.
Long answer:
The official name for the thingie at the bottom of the screen is the "taskbar". The taskbar contains a variety of elements, such as the "Start Button", a collection of "taskbar buttons", the clock, and the "Taskbar Notification Area".
One of the most common errors is to refer to the Taskbar Notification Area as the "tray" or the "system tray". This has never been correct. If you find any documentation that refers to it as the "tray" then you found a bug.
In early builds of Windows 95, the taskbar originally wasn't a taskbar; it was a folder window docked at the bottom of the screen that you could drag/drop things into/out of, sort of like the organizer tray in the top drawer of you desk. That's where the name "tray" came from. (Some might argue that this was taking the desktop metaphor a bit too far.)

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