You probably disabled the option when you ran the initial setup thing. Go to the options panel, and I think the last option allows for what you see. Furthermore, if you want the history on there too, you can go to the Privacy tab and select which ones you want to show up.
Hmm... I actually didn't remember about this feature until I saw those pictures you posted, but once I enabled that option in the Options panel and also enabled history, the jumplists work properly... did you try enabling both options? And, also, the jumplist doesn't start making itself until you select a specific playlist/song to play after it's been enabled. Go around your library, and if those options are enabled, then those newly played files should appear on the jumplist
Oh, and btw, the image on the top is when wmp is open, unlike your image, which shows that wmp is closed/inactive
that second screen is also with running wmp (u can see "Close window" there)...but i reinstalled whole system (not for this reason) and at first setup i select that history for all files and selected that last option in "player" tab...and i get this: Link Removed due to 404 Error (of course i tried to play some stuff...playlists, albums, single files...) but nothing more than this
really thanks for your interest...it is not in builds i think, because i had several builds, like those official ones (7000,7100) and another leaks...but as you asked i checked IE's jumplist and it is just default ("Start private browsing" and "Open new tab") and there should be browsing history too...and paint for example should looks like this:
(this is jumplist but in start menu...) but i have no history of opened files there also for notepad, wordpad...so it doesn't work for all applications...oh my gosh