I have just found this program today and I have to say it is the best thing I have found in ages. I have now replaced the taskbar with this and I have to say I highly recommend this to anybody. I have always envied Mac users because of their dock, but now I am a very happy bunny, with very little Mac envy.
Just go to http://www.stardock.com/products/objectdock/ and install the free version. I have all my commonly used applications on the dock, with the Windows button also so I have access to all my applications in a much nicer way. My open windows are shown on the left of the dock, the whole dock is fully customisable by dragging and dropping.
I honestly have no issues with this, it is just so much nicer and you should all try it out.