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This is the "System Tray". These applications
start automatically when Win9x starts.
Usually they are little utilities which either monitor your computer (like virus
checkers, the Task Scheduler, loudspeaker volume control and so on. Sometimes they can be large applications which need to run as "services", like a proxy server
(which controls your Internet access) or a download monitor (which handles and catalogues files your download from the Internet).
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