Docking Taskbar feature was available with earlier versions of Windows also but in Windows 7 it is much more improved. With Windows 7, all the taskbar icons and pinned programs cascade nicely if you turn the Taskbar vertical.
Docking the Taskbar gives more vertical space on desktop or to open programs.
To Dock the taskbar following step can be taken:
Right-Click on Taskbar and select ‘Properties’. It will open ‘Taskbar and Start Menu Properties’ dialog box. On ‘Taskbar’ tab ‘Taskbar location on screen:’ option from where you can choose the new location (Bottom, Left, Right, Top) of the Taskbar. Select the location and click ‘OK’