I didn't know till very recently that XP, Vista supported custom taskbars, in addition to the main taskbar - the one with the "Start" button. This is a pretty cool, relatively unknown (at least I didn't know about it till now - and XPs been out since Oct 2001) feature. Here's how you do it:
1. Select a folder - any folder. In this case, I have selected one of the start menu folders.
2. Drag and drop the folder to the desktop's edge
3. A new taskbar should appear where you dragged and dropped the folder.
4. Right click on the new taskbar and customize it; add new tool bars - the same ones that are available to add on the main taskbar
Pretty nice eh. I have mine set up to show the address bar, quick links, links, a couple of folders on my HDD, a couple of SharePoint folders that I regularly access (instead of typing in the http url of the sharepoint folder, type it in as a file path; for e.g. if you want to add http://sharepoint/sites/site1/folder1, type in \\sharepoint\sites\site1\folder1). My main task bar only shows the running apps now; I use the new taskbar for general navigation, launching apps etc.