Hello, Go to Start, Control Panel, Sounds and Audio Devices click it, and you should see an option which says, Place volume icon in taskbar put a tick in that box and click ok.
Now, right click the taskbar and click properties and if you have Hide Inactive icons ticked, then click Customize youll see a list of taskbar icons located the volume icon and go over to Behavior and click "Always Show"
That should work, i went through that with Xp so i dont no what OS your using