show taskbar icons in opened order

When I open programs (in Windows 7) I want the icons in the task bar to be ordered as in XP (first program opened is the first item/icon in the taskbar). If I open Internet Explorer and Notepad, the first icon is Internet Explorer and the second is Notepad. BUT if I download something, then the second icon becomes Internet Explorer download window and the 3rd is Notepad. Is there any option/setting to correct that (I want to make the Internet Explorer download window to become the 3rd icon in the taskbar)

I hope my example gives you an idea of what I want

The Windows 7 Taskbar Tweaker can fix this easily, it sounds like the buttons are currently being grouped by application id, which is the default behavior. Under Grouping change it to Don't group and hit Apply.

If you are looking for the Windows XP/Vista behavior with regards to the look, the How-To Geek has an article on that.