IE9 offers a great feature that you can pin the websites in the task bar and navigate them very conveniently. The cool feature is once you pinned a website to the task bar, you can access the website like an application. It offers jump list features and direct access to those features. And in the task bar the website icon is displayed; this makes it very cool to have that feature.
If you want to pin a website in your task bar simply drag and drop the site tab to your task bar or press Alt + T and then M and press Add in the dialog box.
To make your websites to be compatible with this feature we have to develop our site in a way that it can be added to the task bar. This MSDN article describes about making the websites in such a way.
But I still have doubts on this feature whether plenty of people will use this or not. Though the indirect Windows marketing strategy is there, still there are some benefits on this method. But based on some HCI principles I really doubt on this feature.