Pin Any Item to the Windows 7 Taskbar:

[T]here is only one simple rule that you have to follow in order to make almost any item "pinnable" to the taskbar: create a shortcut, save it somewhere safe so you don't delete it by mistake, create a shortcut to that shortcut and add the explorer word before its path. Then you have a shortcut which you can pin to the taskbar.

Squirrel-SQL uses a bat file, and apparently that wasn't taskbar worthy. Now I have two acorns on my taskbar when SQuirreL is running (the "explorer" app and the actual Java app), but that's better than none when it isn't.