So this is a rather lame post, meaning it's not really that technical. But I didn't know how to do this. Windows Media Player (WMP) has the ability to minimize to the task bar, so you can get a quick menu access to your songs and playlists, access to play, pause, stop, prev/next track and volume and mute. You simply right click the task bar, go to toolbars, and choose "Windows Media Player". Now when you minimize WMP it drops to the task bar ... on the right side.
Now with every other toolbar, I know you can move it around on the task bar, whether it's 2 lines, 6 lines or just 1. You can actually grab the handle in front of WMP and drag it anywhere you want on the start bar.
Seems weird that I didn't know this, but I figured I'd blog it in case. Worse comes to worse, it's up here so at least I remember it. :)