I'm guessing fudge is talking about the quick launch menu in Vista, as you can only pin apps to the taskbar in Windows 7.
If this is the case then doing as Kymmy suggests, and dragging the mail icon from the desktop to the quick launch menu will create a link to mail in your taskbar.
For more info on quick launch, check out this page:
http://www.howtogeek.com/howto/windo...menu-in-vista/
If your quick launch bar has disappeared somehow, then this page is useful - it details how to show or hide the quick launch menu in Vista:
http://freewindowsvistatutorials.com...uickLaunch.php