Hi,
You may use Actual Title Buttons program.
This unique tool offers extended window manipulating capabilities by means of adding new buttons to a window caption.
Besides on-the-fly window transparency control and window roll-up \ unroll features, it allows you to minimize any window to TaskTray area instead of Taskbar and keep any window on top of others.
Just only click on additional title buttons and Window Explorer will be minimized to systray.
More information about Actual Title Buttons you may find at ActualTools site
Best regards,
Michael