This problem has been happening to Explorer which is connected to a network address over LAN. If you wait long enough then click the icon to restore system tray it will simply disappear. I have tried running this as a managed and unmanaged App. Also I turned off Enchanced Apps but no change.
I also did noticed that sometimes my Internet Explorer windows would simply disappear when i click on the icon in the system tray, but I haven't been able to find the problem though
I will try to fix this issue.
Marc Gregoire, NuonSoft [ Microsoft MVP VC++ since 2007 ]