This info applies to Internet Explorer for Windows 7. For info about how to pin a program to the taskbar in Windows 8 or Windows RT, go here.
You can pin a program directly to the taskbar so you can open it quickly and conveniently, rather than looking for the program in the Start menu.
Do one of the following:
If the program is already running, right-click the program's button on the taskbar (or drag the button toward the desktop) to open the program’s Jump List, and then click Pin this program to taskbar.– or –If the program isn't running, click Start, find the program’s icon, right-click the icon, and then click Pin to Taskbar.
You can also pin a program by dragging the program's shortcut from the desktop or Start menu to the taskbar. Additionally, if you drag the shortcut of a file, folder, or website to the taskbar, and the associated program isn't already pinned there, then that program is pinned to the taskbar and the item is pinned to the program’s Jump List.
To remove a pinned program from the taskbar, open the program's Jump List, and then click Unpin this program from taskbar.
Folders and shortcuts to folders appear in the Windows Explorer Jump List when opened or pinned.
You can pin a program from the Start menu to the taskbar, but not from the taskbar to the Start menu.