Which version of OD do you have? Free or Plus? 1.9 or 2.0?
Which operating system? XP, Vista or 7?
32- or 64 bit?
To cut to the chase, only ObjectDock Plus will allow you to display the system tray. If you're running Vista or W7 64-bit, only OD+ 2.0 will provide sys tray functionality.
Now, if this doesn't help, then can you be more specific? What does "it won't" mean?