It's really handy to have access to the Volume Control panel in the event you quickly need to move the volume slider up or down. In its default state, XP ships with almost a clean slate for both the desktop and taskbar. So, if you'd like to place the volume control icon in the taskbar, you're going to need to make a little adjustment.
To place the volume control icon in the taskbar, follow these steps:
Single-click the Start menu.
Single-click Control Panel.
Single-click Sound, Speech, and Audio Devices.
Single-click Sounds and Audio Devices to launch the Sound and Audio Devices properties.
On the Volume tab, locate the text labeled "Device Volume" and place a check mark next to the text labeled "Place volume icon in the taskbar."
Single-click Apply.
You should now have the volume icon in the taskbar. Now all you need to do is double-click this icon to bring up your Volume Control panel.