Since I have winXPpro SP2, on an MSI motherboard with nVidia on-board sound, I thought I'd check for what I have... to compare with your present settings. Let me know if there are are differences. Some tabs are redundant, leading to the same place. Device manager is another area, but let's start with what might or might not be the same to track down your problem.Start
-->Contol Panel-->Sounds, Speech & Audio Devices-->Sound & Audio Devices will give you 1. this box.
Select device volume-->advanced and you are 2. here, at the master volume control.
Select speaker settings-->performance and3. Audio playback is visible.4. Choose the sounds tab.5. Choose the audio tab.6. voice tab7. hardware tab8. troubleshooting will send you to Microsoft.
Sometimes I have the Volume control in my tray (meaning at startup) and other times not. I think it's a default setting at OS load, SP1 or SP2 load, (all are basically like loading different OS's in many ways....) I tend to want very few startups, since I can easily go to Start
-->anywhere, so I probably just exited it once at the beginning and it hasn't come back. I've wondered about how to decide to have it there instead of it coming and going. Different audio players exert some influence also. I've had several, and now it's just WMP10 for purposes of testing.
Never tried Skype, thanks to you I probably never will.
Get back with more info, and we'll hash this out, OK?