Problem when minimize the application/s or program windows

Usually we use a several programs at the same time e.g. while typing a document in Word, we may open Media Player and minimize it. I face a weird problem when minimize the windows. Commonly when we minimize the program window, the program will appear on the taskbar as a toolbar. But when i minimize the program, the program dont appear on the taskbar although the program still keep running (i check from Window Tasks Manager). To use the minimized program, i have to double click or bring it front at Windows Task Manager. This cause a lot of troubles to me.

Hope that frens in Thefreemedia can raise me a helping hand! Thank You!!!