I have no sure knowledge as never seen that before but I have a good guess.
Click on the task bar, then options. On one of the tabs (Start menu) in there you have options for what kind of task bar style you have.
In XP you can choose it and probably in Vista too.
(Tab names etc. might be a bit off as I just directly translated from the Finnish ones. ^^;)
Was the "start menu" style selected instead of the "classic style"?
And if it was, try clicking back and forth once so if it's jammed you can get it on the right version.