Pin minimized windows to desktop thumbnails with miniMIZE
It's a free app for Windows that monitors the applications you launch. When you minimize a window, miniMIZE removes the button from your taskbar and creates a thumbnail. It's easy on system resources, only consuming about 7mb of memory.
Thumbnails can be dragged anywhere on your desktop, or you can let miniMIZE automatically line them up along any edge of your desktop. You can also choose to pin icons to the desktop or have them float on top of active windows.
Further tweaks include thumbnail size, opacity, customizable hotkeys, and application icon overlays. Any applications you don't want handled by miniMIZE can be added to an exclusions list - just drag the crosshairs onto the appropriate program.
It's similar to ThumbWin, which Brad wrote about last year, but the site and application are both English.
Note that miniMIZE will only catch things after it's running - so you'll have to close and re-open your other apps after installing it for things to take effect.