On Windows XP, you can’t order the items in the task bar after they’ve started up unless you install an add-on.
With Ubuntu, it comes as a default option. As someone who’s accustomed to having her applications open in a certain order, this helps a lot. It also helps me not get disoriented if Firefox should crash when I’m in the middle of something (yes I do crash my Firefox once in a while- normally because I’m playing with add-ons or something) because then I can put my Firefox back in the first spot just by clicking and dragging its icon in the taskbar.
That and it would be supremely helpful in reordering my programs on the task bar after XP’s tendency to make my programs “disappear” from the task bar and reappearing only when I Alt-Tab. That’s annoying.