Hmm... the blog post I linked to actually does have the answer. It's in the comments. Duh...
Here it is:
- Put a shortcut to GnuCash on the desktop
- Right click on the shortcut to some other program that isn't already pinned to the taskbar, say MSPaint, select properties, and copy the target field
- Right click, select Properties on the GnuCash shortcut, and replace the target field with the copied info
- Pin the GnuCash shortcut to the taskbar
- copy the original target info from the GnuCash shortcut in the start menu
- Right click on GnuCash in the taskbar, then right-click on gnucash in the pop-up menu, select properties, and replace the original target info
Now the shortcut should work. The only problem is that the shortcut isn't used to represent open windows, so when the program is run, it puts a separate copy of the shortcut in the taskbar.
So, seeing as the bolded sentence completely defeats the entire point of pinning something to start menu, I'd say that alas, this is impossible with GnuCash 2.2.9 without any extreme hacks.