Just found a nice page: http://gnoted.com/70-fantastic-windows-7-tips-tricks-for-better-functionality/ where you can find lots of tips and tricks for Windows 7, and one of them looks very interesting.
I believe most of the Windows 7 user do have program pinned to the taskbar, and for me, I have Windows Media Player (music), Google Mail (email), and Google Chrome (internet browser).
To quickly open the pinned program, you can try to use the shortcut Window + 1, Window + 2 and Window + 3. If you have more pinned program, just simple use the order number of the pinned program. Now, whenever I turn on my PC and logged into Windows, I will Press Window + 1, Window + 2, and Window + 3 to run all the pinned program. And FYI, these shortcut is not only to run the pinned program, it can be use to activate the program, for example in my case, if I already have the Google Chrome (3rd pinned program) opened, but minimized, I can activate the Google Chrome window by simply using the Window + 3 shortcut.