The new version of Internet Explorer i.e. IE9 allows you to pin website shortcuts to Windows 7 Taskbar and Start menu (works in Windows Vista also) just like you pin any other program shortcut.
Simply follow these simple steps to pin your favorite website to Taskbar or Start Menu in Windows:
To Pin Website to Windows 7 Taskbar:
Open desired website in IE9 and drag-n-drop its tab or favicon from IE window to Windows 7 Taskbar and it'll pin the shortcut to Taskbar as shown in following screenshot:
To Pin Website to Windows Vista and 7 Start Menu:
Open desired website in IE9 and drag-n-drop its tab or favicon to Start ORB (Start button) in Taskbar. Alternatively, you can select the option "Tools -> Add site to Start menu" from Menubar.
So its very simple to add a website shortcut to Windows Taskbar and Start Menu in Internet Explorer 9.