Automate creation of taskbar shortcuts

You can use a VBScript file like the following:

Const CSIDL_COMMON_PROGRAMS = &H17
Set objShell = CreateObject("Shell.Application")
Set objAllUsersProgramsFolder = objShell.NameSpace(CSIDL_COMMON_PROGRAMS)
strAllUsersProgramsPath = objAllUsersProgramsFolder.Self.Path
Set objFolder = objShell.Namespace(strAllUsersProgramsPath & "\Microsoft Office")
Set objFolderItem = objFolder.ParseName("Microsoft Word 2010.lnk")
Set colVerbs = objFolderItem.Verbs
For Each objVerb in colVerbs
    If Replace(objVerb.name, "&", "") = "Pin to Taskbar" Then objVerb.DoIt
Next

If you want to pin any arbitrary EXE to the taskbar, take a look at this article, download the attached code and call PinItem.vbs like this:

cscript PinItem.vbs /taskbar /item:"Drive:\Path\to\app.exe"