Hello Wrath, and welcome to Seven Forums.
Thank you, but the only problem is that the shortcut using that method wouldn't have a "Pin to taskbar" option. You could drag it onto the taskbar to pin it inside the Windows Explorer jump list though.
You could pin the EXE to the taskbar, right click on it, right click on "Drive C" in the jump list, click Properties, and change target to C:. However, the icon on the taskbar would be default application icon and not a drive icon without a way to change it.
Am I missing a step or something??