How to get icons on the task bar

Hi all,

With XP I was able to drag an icon from the desktop to the task bar (with a
right click) and it stayed there. This is what they call quick launch, isn't
it?
I can't do that with W7 (Home Premium). When I drag an icon from the desktop
to the task bar (again with a right click), it says "Attach to Windows
Explorer" (translated) and that's it. A little window opens with on top the
name of the icon and it says "pinned" (translated). But no icon on the task
bar.
How on earth do I get my quick launch icons on the task bar?

Many thanks in advance.

Fokke