Windows 7 Aero Theme has a brand new taskbar with extensions.
There is a commercial Qt add-on that implements all the taskbar extensions. It is called Q7Goodies and it seems to be really easy to use.
Far as I'm aware there's no support for this yet - but there would be nothing to stop you making native OS API calls to do this just on Windows.
If you want to see an example of this approach, check out this recent Qt Labs posting about using "blur-behind" on windows.
I've written a small library for Qt, it just provides support for progress bar and overlay icons on the new Windows 7 taskbar. You can find it on my blog. Obviously it is free to download and use.