If you've been watching your Visual Studio Start Page in recent days, you'll have noticed this already; MS have released a code pack that shows how to implement a whole bunch of functionality, including some new Windows 7 functionality such as Jump Lists in the Start menu, toolbar progress indicators and toolbar thumbnail customisations, to name but a few.
I'm planning on spending some time in the coming days investigating how to implement some of this functionality, so expect some articles to pop up sharing my findings. For those that want to play for themselves, you can download the toolkit here
The toolkit itself contains multiple projects and samples that show how to implement the functionality you're after. The code contained in the toolkit is fully distributable, however don't take my word for it, naturally...there's an EULA for a reason, folks!