Windows 7 has introduced a new UI feature called as the Jump List. Jump Lists is a list of recent documents for that program.
You also see a list of features unique to that application. For example in Windows Live Messenger’s Jump List displays tasks like instant messaging, signing off, changing online status, etc.
Right click on a taskbar icon and you will see a list of previously opened files or documents in that application.
Alternatively, you can also click on the taskbar item and hold the click down while moving the cursor up.
Go here if you find that your Jump List is missing or disappeared permanently in Windows 7.
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