One of the newer features of PuTTY 0.61 is the support of Windows 7 jump lists to start saved sessions. When this version of PuTTY came out I was on a "loaned" computer and it worked great!
Now I have my actual computer and a clean install of Windows 7, the jump lists feature does not work. When I right click on the PuTTY icon in the taskbar I just see the unpin and launch options.
Is there something that is not setup correctly or something that I've somehow forgotten?

