The System Tray/Notification Area is a feature of Windows Explorer shell, and is exposed as part of the Windows Shell SDK, which can be accessed on MSDN. The Shell SDK exposes a set of C-style functions that can be called from any programming language capable of calling C-style functions. This includes C++, C#/VB.NET (through P/Invoke) and probably most other common languages, though these are the ones I'm familiar with.
Specifically, you'll be wanting to call the Shell_NotifyIcon
function. You can either call it directly through the methods I mentioned above, or use one of the common wrappers you'll find in most frameworks. .NET WinForms has the NotifyIcon
class which wraps the Shell SDK calls within it. A quick google-search shows that people have built similar wrappers for Python, and Java has a wrapper similar to .NET's, as of Java 6.
Shouldn't be too complicated to implement in the programming language of your choice.