Servoy 5.2.6 doesn't seem to allow you to pin it to the Windows 7 taskbar (at least on Windows 7 64 bit). Here is a workaround to that problem - add the following lines to the top of the servoy.ini file:
-vm
C:\Program Files\Java\jre6\bin
This assumes that you have 64 bit java installed in the path shown above. This solution may work on 32 bit systems as well (if the problem exists there).