That isn't something you can change in Spybot's settings.
I searched online,and from what I could find the customized behavior of the notifications area icons reverting back to the way they were before rebooting seems like a common problem,especially in Windows XP,though I did see Windows 7 mentioned a lot also.
For XP,I saw a lot of solutions posted,but none actually really seemed to quite fit the problem exactly.Most were directed to Kelly's Korner,but unless I'm missing something,it doesn't really seem like these actually "fit" this problem:
http://www.kellys-korner-xp.com/xp_n.htm#na
I did find a few people here and there that had the problem with only one program in particular,but I didn't really see any solutions to the problem there,either:
http://forum.kaspersky.com/index.php?showtopic=96917
http://forum.avira.com/wbb/index.php...threadID=90080
(Not to pick on either of these programs,I just put them on for examples.)
I was able to get sdtray to Show Icons and Notifications in the notification area before and after a reboot on my Windows 7 computer,but I have no idea why.
About the only thing I can suggest is to keep trying,and hope the customized behavior "sticks." eventually.