I don't think these are exactly the same but I had 2 very similiar problems as you are experiencing. The taskbar Icon problem I had since this computer was brand new but mine would disappear or appear whenever they felt like it on a reboot whether they were supposed to be hidden or not. Tufenuf provided a link for me with several solutions. The one that worked for me was the one on this link that tells you how to disable 2 things in "administrative Tools". It's half way down the page and is labeled "Disable universal plug and play". Since I disabled those 2 things, the icons have always worked perfectly and there have been no side effects at all. That was last May or June.
The sound problem was another that I had. MY problem happened when I installed SP2 and it was the ONLY problem I had with SP2. The startup and shutdown sounds, the e-mail arriving, recycle bin emptying sounds were all gone but the speakers and everything else worked fine. MY solution was to open the Control Panel and double click on "sounds and audio devices". Then click on the sound tab. Right near the top, where it says "sound scheme" the dropdown box was blank. Set that as "windows default" and then click the "OK" button at the bottom of the page. Do NOT click where it says "save as" right below the dropdown box. See if those are the same things you are experiencing.
My inactive icons on the taskbar are not hiding. It happened before and then in a couple of days it was working on it's own. Should I wait or is there something I can do? Computer is clean according to Adaware, Spybot, Spyware Blaster, SypwareGuard. NAV and NFW. I have a custom machine with XP SP2, 768 MB memory etc. I mentined in another forum here that although my sounds work, the Windows Startup and Shutdown music is not playing either. I reinstalled SP2 from CD and did update but that didn't solve anything.