Implementing task bar extensions

Question

So, I want to take advantage of new win7 taskbar features, like jump lists and progress bars, ect...

When looking it up on msdn, I found the functions to add a progress bar. I added the header and included the library.

Intellisense recognised the constants, but not the functions.

I'm knew to this, so does anyone know how to implement these features?

EDIT: Come on people...