Pinning icons to the taskbar
Running Windows 7 (32 and 64 bit) RC1 (build 7100). Create a shortcut (anywhere - desktop or the same directory) and launch the shortcut. That app will appear in the taskbar as a active app. Simply right click the icon in the taskbar and it will allow you to pin it to the taskbar. The reason to create a shortcut first is to be able to modify the shortcut in the taskbar later to launch maximized, minimized etc.