I wonder why you didn't tried a quick web search. However I know a program that will do the trick.
Taskbar Button Manager is a simple utility that helps you arrange the buttons on your Windows taskbar in any way you want by using drag and drop. Moving your task buttons is very easy, no hot key needed. In addition to drag and drop you can also use a special program window for moving the taskbar buttons.
You can hide running programs too, so they don't show on your taskbar. The program works in all situations – even when the taskbar buttons are grouped or when the taskbar is not located in the standard bottom area of the screen.
As forester suggested kellys-korner is a very useful site for information regarding windows xp. Here is another site that may help you if you wish you wish to know more about windows xp and windows vista.
Hope that helps :)