At the moment, although you can add a notification area to a second or third screen, applications either migrate to the notification area on the first screen, OR, their tool-tray icon simply fails to appear. For those of us with a number of screens this is a real show stopper as one's notification area fills up very quickly and typically it ties many applications to the root screen.

Other information:
I've noticed some other applications (not tied to the notification area) also seem to display the same problem. (NX for example) I don't know if this is a connected problem ...