You need to build a Windows SysTray App/Service using the Python for Windows Extensions
Please see similar question: How to build a SystemTray app for Windows?
This is by no means trivial, so please feel free to post follow-up questions of a more specific nature!
Update:
You may also find this 3rd-party module quite useful that seems to implement the hardest part of this for you as a reuseable library:
https://github.com/Infinidat/infi.systray
Example using infi.systray:
from infi.systray import SysTrayIcon
def say_hello(systray):
print "Hello, World!"
menu_options = (("Say Hello", None, say_hello),)
systray = SysTrayIcon("icon.ico", "Example tray icon", menu_options)
systray.start()
Looking at the source code for infi.systray the nice thing about it is that it doesn't depend on pywin32. It uses ctypes which is available as part of the standard Python library.