If you right click on the taskbar and make sure the "Lock
the taskbar" option is not selected, you can actually
drag the desired items and drop them onto the taskbar for
later usage.
Hope this helps.
Do you mean to the Quick Launch Bar? Drag and drop them there.
By the way, the Quick Launch Bar is not only not the same thing
as the Task Bar, it doesn't even have to be *on* the Task Bar
(although it's there by default). You can drag it to any of the
other three sides of the screen you prefer (or even to somewhere
in the middle of the screen, although I wouldn't recommend this).