I have noticed that this mostly happens when there is a baloon popup on your tray area, or one of your minimized windows (e.g. a yahoo messenger chat window) flashes its title on the task bar. For some reason even after the baloon or the flashing goes away, the task bar still thinks it's got the focus and therefore won't hide itself. I haven't found any solution yet, except for guessing which window could have been flashing (chances are it was the chat window. IE has this habit of flashing itself after finishing loading a page), and click on it.