this is normally because trayserver.exe is not running. this is the program that detects the system tray icons for ObjectBar, and also for DesktopX.
the first thing to do is to reboot your machine. you need to do this so that trayserver.exe is loading before the icons are placed in your system tray.
if this doesn't help, step 2 is to check out the OB general options, and make sure you have not disabled trayserver from running at startup.
if this doesn't help, step 3 is:
can you look for:
c:\program files\common files\stardock\trayserver.exe
this assumes you have installed windows to C drive
if the file is there, then it isn't being run. if the file is not there, then that is almost certainly the problem.
if you have no trayserver.exe, which OS are you running?
also, how did you install OB, and which version did you install?