This appears to be the same question as here: Windows 7 Notification settings GPO.
Google, sorry Bing, doesn't provide any useful answer, maybe one of the experts at GPanswers can help:
On all our Windows 7 and Windows Server 2008 R2 systems the following settings is greyed out: "Always show all icons and notifications on the taskbar"
I'm pretty sure that we don't have an existing GPO that causes this, I can't find this setting in a blank GPO so i guess this feature isn't GPO-aware?
This appears to be the same question as here: Windows 7 Notification settings GPO.