You can drag files to application icons just fine in windows. You can't drop them on taskbar, but can on desktop (which you can embed into task bar to have immediate access to all your desktop icons with other apps maximized).

Just add desktop as a toolbar on the task bar, uncheck all the text and make it take full line, so as not to conflict with running apps. Then drag files onto those icons and they will be opened in new or running instances, whatever apps are designed to do.

Edit: so it looks like this: http://dl.dropbox.com/u/15669592/taskbar.png