"To add a program to the Quick Launch bar
In My Computer or Windows Explorer, click the icon for the program you want to add, and then drag it to the Quick Launch portion of the taskbar located next to the Start button.
The icon for that program appears next to the other Quick Launch icons on the taskbar.
If the Quick Launch bar is not displayed, right-click an empty area on the taskbar, point to Toolbars, and then click Quick Launch.
If you right-click an empty area on the taskbar and do not see the Toolbars option, click Lock the Taskbar to clear the check mark. "
- Windows XP, Help and Support text.
In Windows XP, how do I add an icon to the taskbar so I can load it with one click?