TrayApp.cs

using System;
using System.Drawing;
using System.Windows.Forms;

// based on http://alanbondo.wordpress.com/2008/06/22/creating-a-system-tray-app-with-c/

namespace MyTrayApp
{
    public partial class TrayApp : Form
    {
        [STAThread]
        public static void Main()
        {
            Application.Run(new TrayApp());
        }

        private NotifyIcon trayIcon;
        private ContextMenu trayMenu;

        private const string ApplicationTitle = "MyTrayApp";

        public TrayApp()
        {
            trayMenu = new ContextMenu();
            trayMenu.MenuItems.Add("Exit", OnExit);

            trayIcon      = new NotifyIcon();
            trayIcon.Text = ApplicationTitle;
            trayIcon.Icon = new Icon(SystemIcons.Application, 40, 40);

            trayIcon.ContextMenu = trayMenu;
            trayIcon.Visible     = true;
        }

        private void OnExit(object sender, EventArgs e)
        {
            Application.Exit();
        }

        protected override void OnLoad(EventArgs e)
        {
            Visible       = false;
            ShowInTaskbar = false;

            base.OnLoad(e);
        }

        protected override void Dispose(bool disposing)
        {
            if (disposing)
                trayIcon.Dispose();
            base.Dispose(disposing);
        }
    }
}