Should say that I noticed this in WinXP SP2 as well so don't think SP3 is in any way a 'suspect' issue.
Problem/Bug/Issue as follows:
1. Copy a large number of files to a folder on the Desktop.
2. Right-click on the 'Copying (dialogue)' that appears to have RBTray send that dialogue to the system tray.
3. The dialogue goes to the system tray and every icon for every object on the Desktop vanishes.
4. On completion of the copy the icon in the system tray representing the Copying dialogue does not get removed from the tray. (Though hovering the mouse over it will remove it.)
5. Even with the dialogue icon removed from the system tray the Desktop icons do not reappear. The only way to get things back is to log off and on again or reboot.
Same type of issue occurs in following scenario:
1. Open two Explorer windows.
2. Select a large number of files to copy from one window directory to another directory in the other window.
3. Drag and drop the files.
4. Right-click on the 'Copying (dialogue)' to have RBTray send that dialogue to the system tray.
5. The dialogue drops to the tray and the Explorer window to which it is attached vanishes.
6. Once the copy is over the Copying dialogue icon is not removed from the system tray.
7. Hover the mouse over it and the icon is removed.
8. However, the original Explorer window do not reappear - has to be re-opened manually.