Hi
This isn't working for me either.
What I did notice is that if I drag a folder to the task bar a menu opens up that shows that the folders I previously dragged there are pinned.
However I don't see anyway to open this menu other then dragging something to the task bar.
I looked through the options but didn't see anything that looked like it applied.
You might be interested in Rocket Dock.
I use this along with the task bar and it's really helpful.
I have about 40 things on mine and it keeps my desktop nice and clean.
RocketDock - Free software downloads and software reviews - CNET Download.com
It will let you drag folders and file to it with no problems.
Mike