By observation, in Ubuntu 11.04, whenever an application tries to add an icon to the tray, there is a log entry with the word "TrayChild" in the file .xsession-errors in the user's home directory. You can get the list of denied entries with grep:
grep TrayChild "${HOME}/.xsession-errors"
To add that application's icon to the tray, which was my question too, the advise in this link works.
http://ubuntuforums.org/showthread.php?t=1737589
Just execute this command, replace "YOUR_APPLICATION" with the executable name of the application you want to "whitelist".
gsettings set com.canonical.Unity.Panel systray-whitelist "['JavaEmbeddedFrame', 'Mumble', 'Wine', 'Skype', 'hp-systray', 'YOUR_APPLICATION']"