In IE9 you can pin your favourite websites to the taskbar. If it is a large commercial site it may have its own Icon and that is displayed in the Taskbar. However you are meant to be able to change the icon, so for sites without an icon that just display the MS "e" symbol you can design a specific icon so you can identify the sites easily.
I thought that to do this you go to the properties window by right clicking on the icon then right clicking on the page name in the popup window. One of the tabs should then allow you to change the icon. I know I sucessfully did this in the beta, but I am not seeing the tab to do it in the full product.
I must be missing something, but cannot see what.