Windows 7 How to enable jump list from icon on the taskbar by drag n' drop?

[shuyang]

Hi all,
I found that if I "drag n' drop" IE or WMP icon on the taskbar,
Their icon can still have "Customerized" jump list (ex. "Play all music" for WMP), no need to launch IE/WMP first.
But I try the jump list sameple code from Win7 SDK, it can't do this.
"Customerized" Jump list of Win7 SDK sample could be shown only when:
1. Program is running.
2. Use "Pin to Taskbar" from context menu.

Does anybody know it's a bug or not?
And, can we pin our program to taskbar (with "Customerized" Jump list) by programming?
Thanks.