I don't know why but over the past coupe of days I've noticed that the icon normally on the taskbar for AVG has not been there when I've started my machine up.
I can't think of anything I've changed on the computer recently other than to keep Zone-Alarm uptodate - this recently upgraded to Version 7 in trial mode for the whole suite - I usually just use the free firewall part of it. I also keep AVG uptodate and got it to do a system scan this morning with no problems. A recent scan with Spybot also found no other problems.
Recently I installed OpenOffice 2.1 then updated it to 2.2, but again I'm sure there were no problems relating to AVG and the taskbar icon.
I found that after I posted my message and have set it how you have said. Seems a bit strange how it shoudl suddenly decide that it's not going to be visible despite me using it to opn AVG nearly everyday. :)
I believe ZoneAlarm whole suite includes Anti-Virus, it is definitely not wise to have two Anti-Virus program's running at once, they can cause all types of problems. If it is the case that ZoneAlarm has Anti-Virus built in then for now while you are trialing the product I would turn off AVG.