I have the same issue with confusing the task bar items with opened programs, as a solution I just set the task bar buttons to only combine icons when full, this will make the opened programs look like they did in vista/XP, while the pined programs have small icons, here is a screen shot:

as you can see, the windows explorer is pined by default, the rest is opened programs. I prefer not to pin anything else, because I'm comfortable accessing most programs I need from the start menu, I always maintain what's in the start menu by removing the things I don't use often leaving only the programs I run often in there.