I was searching online for a solution to a problem where the Windows Media Player toolbar (a.k.a. mini mode) would not show up in the Taskbar, even though I selected the toolbar by right-clicking the taskbar and selecting it from the Toolbars submenu. I found out that I just didn't understand how the toolbar works. When the Windows Medial Player toolbar is active, Windows Media Player will minimize to mini mode. I didn't realize, although it sounds obvious, that Windows Media Player has to be open first and then minimized before the toolbar will appear.
UPDATE: For iTunes, Minimize to Tray has to be unchecked in Preferences-Advanced-General for iTunes to minimize to a Taskbar toolbar.