Madness. Soma posted the Top 10 Customer Issues in Visual Studio 2005 and there I am at #4 (or #6, depending on your point of view) with Tray Icon support is limited: System.Windows.Forms.NotifyIcon doesn't support Balloon Help without P/Invoke. I ran into this during a early build of Beta 1 while writing "What's Playing" for the Coding4Fun site. I found the P/Invoke solution intolerable. They actually fixed this one early on, I think in the November CTP, as it's a pretty easy thing to have fixed.
I declare that I shall now be known as "The Savior of Balloon Help" - at least around my house. ;)
Scott Hanselman is a former professor, former Chief Architect in finance, now speaker, consultant, father, diabetic, and Microsoft employee. I am a failed stand-up comic, a cornrower, and a book author.
Disclaimer: The opinions expressed herein are my own personal opinions and do not represent my employer's view in any way.