Internet Explorer 9 adds the ability to drag a websites favicon to your Windows 7 Taskbar and have an interactive Jumplist to interact with that website/service.
If the website developer has added some code to their page then you will see the favicon down on your taskbar and be able to right click on it to see the Jumplist.
Of course leading they way with their own decision engine Microsoft has given Bing pinned site status and its own Jumplist:
As you can see they provide quick access to five of their main pages – Weather, Finance, News, Maps and Travel. This Jumplist is available to you even if your not currently browsing the website and clicking any of those links will bring them up immediately in IE9.
You must be on Windows 7 to get the Jumplist because this is taking advantage of features introduced with the Windows 7 Taskbar.