Right click on Desktop, and select New -> Shortcut.

Past one of the values for Windows Folders codes (list of possible values at the end of this blog entry)
(here I chose to use My Computer)
%SystemRoot%\explorer.exe /E,::{20D04FE0-3AEA-1069-A2D8-08002B30309D}

Click Next and name the shortcut (My Computer, Documents, etc)
Click Finish
The shortcut is now placed on your Desktop, right-click on the newly created icon and select Properties, then select Shortcut tab from the top, and click Change Icon button (towards the bottom of the properties window) change the icon to something that resembles what the new shortcut does/opens.

Possible places where you can find icons on your system are listed here:
%SystemRoot%\System32\imageres.dll
%SystemRoot%\System32\shell32.dll

Choose the icon and click OK (twice).
Right-click again on the newly created icon and choose Pin to Taskbar, voila…
List of common path code for Windows folders
My Computer
%SystemRoot%\explorer.exe /E,::{20D04FE0-3AEA-1069-A2D8-08002B30309D}
My Documents
%SystemRoot%\explorer.exe /N,::{450D8FBA-AD25-11D0-98A8-0800361B1103}
Recycle Bin
%SystemRoot%\explorer.exe /N,::{645FF040-5081-101B-9F08-00AA002F954E}
Network Neighborhood
%SystemRoot%\explorer.exe /N,::{208D2C60-3AEA-1069-A2D7-08002B30309D}
Default Web Browser or Navigator (IE, Firefox, Safari, Google Chrome)
%SystemRoot%\explorer.exe /N,::{871C5380-42A0-1069-A2EA-08002B30309D}
Computer Search Results Folder
%SystemRoot%\explorer.exe /N,::{1F4DE370-D627-11D1-BA4F-00A0C91EEDBA}
Network Search Results Folder
%SystemRoot%\explorer.exe /N,::{E17D4FC0-5564-11D1-83F2-00A0C90DC849}
Web Folders
%SystemRoot%\explorer.exe /N,::{20D04FE0-3AEA-1069-A2D8-08002B30309D}\::{BDEADF00-C265-11D0-BCED-00A0C90AB50F}
Control Panel
%SystemRoot%\explorer.exe /N,::{20D04FE0-3AEA-1069-A2D8-08002B30309D}\::{21EC2020-3AEA-1069-A2DD-08002B30309D}
Printers and Faxes
%SystemRoot%\explorer.exe /N,::{20D04FE0-3AEA-1069-A2D8-08002B30309D}\::{21EC2020-3AEA-1069-A2DD-08002B30309D}\::{2227A280-3AEA-1069-A2DE-08002B30309D}
Scanners and Cameras
%SystemRoot%\explorer.exe /N,::{20D04FE0-3AEA-1069-A2D8-08002B30309D}\::{21EC2020-3AEA-1069-A2DD-08002B30309D}\::{E211B736-43FD-11D1-9EFB-0000F8757FCD}
Fonts
%SystemRoot%\explorer.exe /N,::{20D04FE0-3AEA-1069-A2D8-08002B30309D}\::{21EC2020-3AEA-1069-A2DD-08002B30309D}\::{D20EA4E1-3957-11d2-A40B-0C5020524152}
Network Connections or My Network Place
%SystemRoot%\explorer.exe /N,::{20D04FE0-3AEA-1069-A2D8-08002B30309D}\::{21EC2020-3AEA-1069-A2DD-08002B30309D}\::{7007ACC7-3202-11D1-AAD2-00805FC1270E}
Administrative Tools
%SystemRoot%\explorer.exe /N,::{20D04FE0-3AEA-1069-A2D8-08002B30309D}\::{21EC2020-3AEA-1069-A2DD-08002B30309D}\::{D20EA4E1-3957-11d2-A40B-0C5020524153}
Tasks Scheduler
%SystemRoot%\explorer.exe /N,::{20D04FE0-3AEA-1069-A2D8-08002B30309D}\::{21EC2020-3AEA-1069-A2DD-08002B30309D}\::{D6277990-4C6A-11CF-8D87-00AA0060F5BF}
It’s also possible to directly specify the folder or directory for Windows Explorer to show and display when ran, using the same trick to change and set Windows Explorer default folder.
Explorer.exe Command Line Syntax
%SystemRoot%\explorer.exe [/n][/e][,/root],X,[[/Select],Y]
X specifies the object, and optionally with sub-object Y. /e switch showes the left Windows Explorer tree view navigation pane together with the right pane in list view, while /n hides the left navigation pane. When the /root parameter is present, Explorer.eee will explore the root object (X) and objects belonging to X. On the other hand, when the /root switch is not present, Explorer.exe explores the object X, its children, and other Explorer objects as well. /Select switch puts the focus on a file or folder.
For example:
%SystemRoot%\explorer.exe /n, /e, C:\MyFolder\
will direct Explorer to always point to C:\MyFolder
%SystemRoot%\explorer.exe /N,%WinDir%\System32,/Select,%WinDir%\System32\Ping.exe
Command aboves will explore the \Windows\System32 folder and put the focus on the ping.exe program.
(this article was made with the help and use of MyDigitalLife.info article)