So you’re using ubuntu, maybe you’ve just made the switch and maybe you’ve just upgraded. In either case you’re really bugged that you’re having a terrible time changing the volume or changing the network you’re connected to. How can we get these applets added.
Volume first: right click the panel, select add to panel, add indicator applet (why ubuntu is grouping applets like this is beyond me). If you want to remove the little envelope remove the indicator-messages applet. Also make sure indicator sound is installed. If you want to remove the envelope remove the package indicator-messages.
Now connectivity: First make sure you have the notification area added to the panel (this is the advice most people will give you when you say you don’t have this icon). To do this right click-> add to panel -> notification area. If you still don’t have the icon edit /etc/network/interfaces (you need sudo permissions, so “gksu gedit /etc/network/interfaces” or “sudo vi” or whatever your poison). Then comment out any iface lines with the exception of lo (i.e. after wlan0 or eth0 you may have a line that reads “iface eth0 inet dhcp” or somesuch, put a # before the line). Then you restart and magically the nm-applet starts managing the interfaces and shows up in the panel (if I really knew my stuff I could tell you how to restart networking in such a way that it would pick it up without rebooting, but I don’t).
Hope that helps.