Wow sorry Cheemag it seems this post has been missed somehow.. Anyhoo try this web page for an answer to your question:
How To Enable/Disable Jump Lists In Windows 7
I'm not sure whether I have in fact restored my jumplists. The only appropriate app pinned to the quick launch is UltraEdit and it has an option 'My Recent Places' on the open file dialogue which may well not be a jumplist.
This seems to be the same option as 'My Recent Documents' in XP's open file dialogue.
Thanks for the link, I'll have a look at it later.
It can depend on the app thats pinned to the task bar. If you notice in the link they use Word for their example also these lists take time to build up as they only refer to things in the recent past. If your start menu is recording the apps you've used then the jump lists are enabled..
See screenshot: