is your system 32 bit or 64 bit? You can't use the system tray feature with a 64 bit system. If you do have 32 bit, then you will find it in the objectdock configuration menu.

I have no experience with the system tray feature as I am using a 64 bit system. I can almost assure you that there is a way to change the system tray icons whether its simply right clicking on them and choosing a different image or replacing the images in the directory. I'm not sure about filtering out certain items, but once again, it seems like that should be an option a lot of people would want so I bet there's a way to do it.