When I switched to Windows 7 from Windows XP, I was happy to find I could pin programs to the Taskbar. But then became unhappy once I realized I couldn't move & reorder multiple instances of progams — like 2 Excel spreadsheets or 3 Word documents — independently; all Excel files and Word documents were grouped together, and I couldn't move the individual files where I needed them to be on the taskbar.
And then I found a free app to fix it — the 7+ Taskbar Tweaker — yay! It's a free utility that's easy to install and customize. (Note: If you use Windows XP, you can install the free Taskbar Shuffle utility instead; I wrote about it in this April 2009 Ides post.)
Here's what my Taskbar looked like before installing 7+ Taskbar Tweaker: