You might be able to create a toolbar to do what you want.
Strange I couldn't find a tutorial about it.
Basically:
1 - Create a folder somewhere on your HDD.
2 - Add the required shortcuts.
3 - Right click on the Taskbar.
4 - Select "
New toolbar" from the "
Toolbar" pop out menu.

5 - Navigate to the folder you made and select it (I'll use "
My Documents" for this example).

6 - A toolbar should appear on your Taskbar.

As you can see, the toolbar shows the folders and shortcuts that are in "
My Documents".
Whatever you choose from the list will still open a normal "
Windows Explorer" window though.
If you deselect the new toolbar (in the toolbar list) it will disappear and you will have to create a new one.