Yes, it can be done. See for yourself if that's what you're looking for (if not, you're stuck with the items in a jump list)
1) Create a new folder wherever it's convenient for you (Desktop, My Documents etc.). Anything you put into this folder will show in the toolbar.
2) Unlock the task bar, if you haven't yet...Right-click on the taskbar -> Toolbars -> New toolbar… (and browse to the folder you just created)
3) Drag/drop your documents (or shortcuts to them) into that folder.
4)To improve an unify the looks, right click the resize handle of the toolbar . Uncheck "show text" and "show title" and right-click "view" "Large icons"
5) (If you so desire) Lock the taskbar again..(.it removes the resize handles
I just pinned 2 RTFs for demonstrations sake. One Click on them opens them in my standard application for RTF.
-DG
Edit: To remove what you just created simply right click the task bar go to tool bars and uncheck the folder name created in #1