Jump List: contains recently used files, if the app has a associated file type (e.g. Notepad)

Thumbnail Previews: thumbnails of running apps; can be extended by e.g. buttons

The new Taskbar may also be extended by Tasks. In former times, these commands where added as context-menu to the notifyicon in system tray.

The best thing: you can use these new API-functions directly in .NET 3.5 by downloading the Windows API Code Pack.

For more demos have a look at the following sites:
Microsoft
DeveloperFusion