When Servers Alive is running as an application you will always get the MOON (or STOP) icon in the system tray of the system running Servers Alive.
If Servers Alive is running as a service then it's different. First of all it's only possible to see the icon if the Servers Alive service is running as SYSTEM ACCOUNT WITH DESKTOP INTERACTION. And you will only see the icon IF you're looking at the real desktop of the system running the service. And this last part "the real desktop" is often the problem. If you "look" at your system via RDP (Remote Desktop) or TS (Terminal Session) then you get a virtual desktop NOT the real desktop of the system. You can however specify the /CONSOLE commandline parameter for the TS/RDP client and then you will get the CONSOLE SESSION which shows you the real desktop of the system. (the /CONSOLE option was introduced with Windows 2003!)