+1  A: 

This MSDN article describes this and other new features that devs can use:
http://msdn.microsoft.com/en-us/library/aa511446%28classic%29.aspx#thumbnail

The feature is called the thumbnail toolbar. Here is a tutorial which covers how to do this from WPF:
http://blogs.southworks.net/dschenkelman/2009/08/31/developing-application-with-wpf-and-windows-7-part-ii/

Joel Martinez
A: 

It might be in here.

http://code.msdn.microsoft.com/WindowsAPICodePack

Daniel A. White