You may find the Registry location that let's you add items to the IE Taskbar is at: HKEY_LOCAL_MACHINE\Software\Microsoft\Internet Explorer\Extensions\ (I'm using Win98se but should be the same I'm thinking with WinXP?)
If you have programs installed that are already showing up in Customize toolbar (like AI Roboform, GetRight's IE tools or WinMP3Locator) then you'll find their Taskbar entries in the above Registry location & you can use this info as a 'template' to add your desired programs to the Customize toolbar. You'll have to enter the necessary string values (in the right pane of Registry editor) & make sure you get the CLSIDs correct & eventually everything to link-up properly.
I'm trying to look for a proper tutorial to be able to achieve this Registry tweak but have been unsuccessful so far.
Also this app does it for you it does say its ad-awre but you get the option not to install this and it still works ok just added some buttons and they work fine.I also scanned with Ad-aware after install and nothing was found so all in all a good result.