I used to use litestep,
but I switched back to explorer again,
because I could not be sure that my McAffee was running,

Usually during startup the icon did appear briefly in the systray, but was later removed.

This happens to me under every theme...

I used 0.24 OTS2.

Anyone know how to fix this?

0.24 is like 9 years old. You'll want to use at least 0.24.7 Final.