I had identical problem with the volume and brightness bar that did not fade out.
Using a Thinkpad with Windows 7, here is a solution.
1 right click desktop ->personalize.
2.on bottom left of opened window, click on Display
3 on display window, click on change display settings
4 click on advanced settings
5 the new window shows the icon 'on screen display'. Click on on screen display
6 Check mark 'on screen display' if it not yet checked.
Last, select the fadeout time to 1,2, 3, or 4 seconds. That will make the insidious bar fade out.
My PC configuration had a fadeout time unselected, resulting with a permanent display of the bar.