Thinking your question over and with what Diago says in mind, it would be possible for you to achieve what you want by right clicking the start orb and going to properties, then clicking customise, and turn "number of recent programs to display" from whatever it is set as to 0.
Then you can just pin any items you want to the taskbar in reverse order as the oldest you pin will appear at the top.
I do not think that there is anyway to sort this list (backward step? I could do that in Windows 98?) as I just tried but it kept trying to open programs with other programs, but I could be wrong here, and I am sure there must be a list somewhere in the registry or directory that has the order... I will try to hunt it down later unless someone else knows?