You can work around this by creating a command prompt, pin it to the task bar, and then change the target to what you want.
Found here: http://mattrefghi.com/blog/2012/06/how-to-pin-a-batch-file-to-the-taskbar-in-windows-7/
Click the Start button.
Start typing “Command Prompt” in the search box.
Right-click Command Prompt once it appears in the search results, and select Pin to Taskbar.
While holding SHIFT, right-click the black Command Prompt icon in the taskbar.
Select Properties from the context menu that appeared.
Now we bring our attention to the value in the Target field:
As it stands, it’s just trying to launch the executable that will make the Command Prompt window appear. For our trick to work, we must add the follow text, in bold:
%windir%\system32\cmd.exe /c “c:\somewhere\myscript.bat” tweet
The “/c” parameter tells “cmd.exe” that it should only run the command provided, and then immediately close itself. In this case, we’re telling it to launch a batch file, and that file can run any number of commands within itself. The path, naturally, should reflect the actual location of the file on your machine.
Once this is set up, we can simply click the black Command Prompt icon to launch our script. I have no idea if Microsoft plans to improve support for such files, but in the meantime, I consider this a decent workaround.