However, this menu doesn't seem to be supported on Windows 7, where only the default Windows options are present:
I would like to request that a Windows 7 variant of this feature be implemented. I believe they're called Jumplists.
Okay, now that I understand Jumplists better, I'm redirecting this request. Apparently it's been requested before (but outside of the Feature Request forum):
Utilize the taskbar Jumplists for Dream Maker, Dream Daemon, and the BYOND client to add a list of recently opened projects/worlds (id:132737)
This would also be a handy addition to the jumplists: id:94199