These are my tests based on your suggestions and the results of the tests.

Since we don't have VFP8 installed on the test server (to mimic production environment) I can't run the sample form. Instead, I modified the SYSTRAY class and added MESSAGEBOX('Clicked') into the IconClickEvent. The messagebox showed just fine when I click on the icon in the system tray.

Other tests:
1. Closed the Citrix Metaframe Desktop Toolbar (docked on the right of the desktop). Same results (menu did not show).
2. An open DOS Command Prompt and another VFP EXE application running. Same results.
3. Repositioned the Start Desktop Toolbar (all sides of the desktop); same results.

Interesting behavior:
1. On the DOS command prompt test and with the DOS window minimized and not active; when I clicked on the systray icon, the DOS Tab (I don't know what its really called) in the Start Toolbar changed in appearance to "sunken" (like when you have it as the active program).

I'll try to do some other simple tests and will give you feedback on my findings.

Thank you.