Thank you for your response.

This, what you wrote, is what I did in first minutes of my work.

Can I ask you to run following very simple program ?
It changes tray icon and JPanel background every 0.5 second. The
question is : is program continue to work when you popup tray icon
menu (right click) ?

//====================================
import java.awt.*;
import java.awt.event.*;
import javax.swing.*;

public class IsTrayIconMenuBlocking3
{
    public static void main( String[] args ) throws Exception
    {
        // --- JFrame & JPanel section
        final JPanel jp = new JPanel();

        JFrame jf = new JFrame();
        jf.setDefaultCloseOperation( JFrame.EXIT_ON_CLOSE );
        jf.add( jp );
        jf.setSize( 300 , 300 );
        jf.setVisible( true );

        // --- menu item action
        ActionListener itemExitAction = new ActionListener()
        {
            public void actionPerformed( ActionEvent e )
            {
                System.out.println( "item action: exit" );
                System.exit( 0 );
            }
        };

        // --- popup menu
        PopupMenu pm = new PopupMenu( "Tray Menu" );
        MenuItem mi = new MenuItem( "Exit" );
        mi.addActionListener( itemExitAction);
        pm.add( mi );

        // --- system tray & tray icon
        final TrayIcon ti = new
TrayIcon( ((ImageIcon)UIManager.getIcon("OptionPane.questionIcon")).getImage() ,
"Tray Icon" , pm );
        SystemTray st = SystemTray.getSystemTray();
        ti.setImageAutoSize( true );
        st.add( ti );

        // --- color & icon changing loop
        final Image[] trayIcons = new Image[3];
        trayIcons[0] =
((ImageIcon)UIManager.getIcon("OptionPane.errorIcon")).getImage();
        trayIcons[1] =
((ImageIcon)UIManager.getIcon("OptionPane.warningIcon")).getImage();
        trayIcons[2] =
((ImageIcon)UIManager.getIcon("OptionPane.informationIcon")).getImage();

        Runnable colorChanger = new Runnable()
        {
            private int counter = 0;
            private int icon_no = 0;

            public void run()
            {
                System.out.println( "Hello from EDT " + counter++ );

                if( jp.getBackground() == Color.RED )
                    jp.setBackground( Color.BLUE );
                else
                    jp.setBackground( Color.RED );

                ti.setImage( trayIcons[icon_no++] );
                if( icon_no == trayIcons.length ) icon_no = 0;
            }
        };

        while( true )
        {
            javax.swing.SwingUtilities.invokeLater( colorChanger);
            try{Thread.sleep( 500 );} catch ( Exception e ){}
        }

    }

}
//====================================

I am using WinXP and Java 6.0 b105 (or Java 6.0 u1 b03).
In my system all GUI operations stops while menu is on screen. I make
some works subclassing EventQueue. My suggestion is maby java goes in
some gui-lock while showing tray icon popup menu ?

Thank you for your time!