Oh man, what a long story. I love(d) “Quick launch” in Windows XP. But Microsoft decides to change behavior of “Quick launch” in Windows 7. Now you pin/unpin application to Taskbar.
I don’t like how things on Taskbar now changing their size and position.
But – OK, we will learn to live with this way of Taskbar. Behavior of Taskbar is Microsoft’s decision and they know what they are doing (well … we can talk about that).

BUT – soon after installation you will notice that some applications can’t be pinned to Taskbar. Here are two types of issues and solutions:
1. One of problems can be caused when files with “not allowed” names are used. Windows has a few reserved names that include things like “Documentation”, “Help”, “Setup” … and this files can’t be pinned.
You can find (change!) the list of “not allowed” names in register key:

2. You also can’t pin applications from network drive to Taskbar. Many users will have problems with this strange behavior…
Copy application EXE to your local drive, pin application to Taskbar from local drive. Yes, now it can be pinned 🙂
Then use right-click on pinned icon in Taskbar to open a menu. Choose application icon and right-click again. Change “Target” and “Start-in” fields to your network location … and voila.

I hope this will help someone…