In this post, we walk through the different APIs that you can use when programming the Taskbar Jump Lists in Windows 7 OS. Before we begin, there is one very important thing you need to know. “Items” in the Recent category, or in any other category (any destination), must have a registered file handler for your application in the registry. This doesn’t mean that your application must be the default handler for that specific file type, it just means that your application must have a registered handler for all the files that you want to be visible in the Jump List. Therefore, “items” can only be files. Remember, by clicking on one of the items in the Jump List, the OS executes the command associated with that file as it relates to your application.
Full Article: Windows Blog