This is just a summary on the new Windows 7 features and how these can be implemented in .NET. There is plenty documentation on both Windows Presentation Foundation and the Windows 7 SDK but actually implementing a solution is a bit harder.
So here we have it: a WPF application that create Jump Lists with shortcuts to other programs.
Programming with the Windows 7 APIs is described in good detail on the following MSDN magazine site: http://msdn.microsoft.com/en-us/magazine/dd942846.aspx
There is also a great .NET SDK for accessing the Windows 7 API: http://code.msdn.microsoft.com/WindowsAPICodePack