It doesn't look like there is an easy way to do this, but I looked doing something like this in the past for another application and I got it working using the guide at this location: http://4sysops.com/archives/forcing-notification-area-icons-to-always-show-in-windows-7-or-windows-8/
Not sure if that's exactly what you're looking for; hope it helps!
Which icons are displayed in the system tray is ultimately going to be controlled by Windows, but there is a setting for this on the DameWare agent as well.
- Show Tray Icon:Allows the MRC System Tray icon to be displayed. Select Only When Connected to only display the tray icon when MRC is connected.