I've done some reading on the Pin to taskbar, and can tell you MS purposely didn't create an api for this because they did not want programs having control over the taskbar. With that said, there is a way to pin, but not to a specific location like you are asking for...

PinTo() - Pin Shortcuts to the Start Menu or Taskbar
http://www.kixtart.org/forums/ubbthreads.php?ubb=showflat&Number=197722#Post197722

UnPinFrom() - UnPin Shortcuts from either the Start Menu or Taskbar
http://www.kixtart.org/forums/ubbthreads.php?ubb=showflat&Number=201410#Post201410