This isn't too difficult once you realize that you need to ensure that you can see your Quick Launch area of the taskbar and you need to be viewing the folder that contains the icon of the application you want to add too.
First step is to turn on the Quick Launch area. You can either do that by right-clicking on the taskbar and choosing Quick Launch from the list of possible Toolbars, or you can right-click and choose Properties, one option of which is to show the Quick Launch area:
Mine isn't selected (I don't personally use the Quick Launch capability in Windows), but you can easily check it, click "Apply" and you'll be ready to go.
The next step is to find the folder that contains the specific application you want to add. In your case it's Microsoft Outlook Express, but for purposes of my demo, I'll use my favorite voice over IP (VOIP) telephony application, Vbuzzer instead. I find the folder by right-clicking on the desktop shortcut I have, then choosing "Properties" and clicking on the "Find Target..." link:
Next thing I see is the folder that contains the icon in question:
Make sure you pick the application, not one of the helper files or data files or dynamic link libraries, etc., or you'll have the wrong thing in your Quick Link toolbar!
Now all that's left is to drag the icon from the application directly into the Quick Launch area of the Taskbar. That should just add the shortcut and you'll forevermore be good to go:
Hope that helps you out!
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Also note that you can drag shortcuts that you already have on your desktop to the quick launch bar, but if you try to do the same thing from the programs list in the start menu, that it actually moves them instead of copying them..