One of the most frustrating features in Windows 7 is the over-integration of Libraries. Microsoft went overboard and decided that it was going to force people to use them no matter how much they disliked the feature. Currently it is not possible to pin a specific directory to the taskbar but you can use another toolbar to accomplish this same task.

When I first read the title I said No Way but after reading it and realizing just how frustrating the OS X Dock can be I am inclined to agree with them.