IF you are indeed talking about the quick launch the folder keeps the shortcuts in this folder
C:\Documents and Settings\<profile name>\Application Data\Microsoft\Internet Explorer\Quick Launch
If you want you just drag a shortcut into the task bar...
If you look at the far right of
this picture you'll see my quick launch bar. I keep mine to the right
But if you don't have quick launch turned on, then follow JP's instructions...
IF we're all wrong.. maybe a pic?