Fortunately, Windows XP gives you some control over which icons display there, so you can choose to only see the ones you deem worthy or useful.
To manage this area, simply right click the Taskbar, and choose Properties. In the Properties window that appears, on the Taskbar tab, check the box next to "Hide Inactive Icons" if it isn't already checked, and then click the "Customize..." button. That will bring up a window that allows you to choose one of three behaviors for each program icon that appears in the system tray: "Hide when inactive," "Always hide," or "always show."