This is, once again, mainly an XP bug not associated with application software:
2004-11-11 – Francesco Saverio Ostuni wrote: "... I found a solution for me that works perfectly. I simply went to My network Places and on the left pane I chose to Hide UPnP devices. This operation does not disable the service (which I need)."
Further he mentioned that the same can be done through Control Panel, Add or Remove Programs, on the left side: Add/Remove Windows components; select Networking Services, click on the Details... button, remove the checkmark for the UPnP User Interface, then click on OK. The result is the same. Now the icons are back every time at each reboot.
This has meanwhile been confirmed by many other users and consistently kept a success rate of well over 90%, so we can conclude that this solves the problem on all but the most unusual Windows XP installations.