When I was useing the Gaim, I think always, how to build a system tray in order to look likes windows' system tray(msn)?

I am not too sure I understand the question? Do you mean the small blue icon that looks like a small person that lerks in the lower right portion of the task bar in Winbloze? It's usually next to other icons, like a small horn for the your volume info and such? If so, I can tell you how to do it in KDE. Right click on kicker (the task bar looking thing) and browse to your GAIM directory (probably something like /usr/local/bin/gaim) and select it. IF you are wanting to also add the "msn" icon, you can d/l it, and right click on the generic icon, and choose properties. Then click the picture of the generic icon, and locate your "msn" icon. Select it, hit ok, and now you should have the MSN icon displaying in kicker (the title bar). Now you can click that to execute Gaim.

Excuse for my foolish question
Actually, I needn't bulid a execute button on the taskbar.

The setting is Gnome, and I want when running the gaim, I push the minimize , and it will be present to the system taskbar.

For example: like the net state under the Windows OS.

Here are some alternatives rather than solutions:

This page has a lot of ways to make your linux box look like windows, but I can't really find anything that will act like the system tray. If you are looking to just not have it be in the taskbar when you open it, you can use something like kstart. The thing is, that the page I referred you to, and the kstart, are all kde things, not gnome. I will keep on looking for thing for gnome for you though. But for kstart, do a man 'kstart' to see how, but it will be something like:
Open a terminal and type:
kstart --window gaim --alldesktops --skiptaskbar /usr/bin/gaim
But the location of gaim may be different on your system. That's just to make it so it doesn't go into the "taskbar" and present an icon there, it doesn't add anything to any "system tray" type thing for when you minimize it.

Thank u~~~~~~ for your help

If you're using Gnome as your desktop (I get the feeling that you are), there's a thing called gaim-applet or something like that which will do exactly what you want I think.