That is the Quick Launch toolbar. The part of the Windows Taskbar between the Start button and the minimized program tabs.
If you do not have a Desktop icon for a program you want, find it in All Programs and Right Click | Send To | desktop (create shortcut) and then just drag the icon from the Desktop to the toolbar.
Bruce Hagen
MS-MVP Oct. 1, 2004 ~ Sept. 30, 2010
Imperial Beach, CA