Hi, here are the answers on your questions:
Have you tried to access a shortcut from the desktop before dragging it to the taskbar?
Yes, When I start aplication with desktop shortcut it works perfect. Then I use the same shortcut from desktop and dragg-drop it to quick launch. After that action I see error message "Windows cannot access the specified device, path, or file. You may not have appropriate permissions to access the item!". Then I dragg-drop it again on desktop and it works normally again (when I start it from desktop).
Have you somehow locked your taskbar with a 3rd party
program?
I think no, because taskbar icons on the right side of taskbar (near clock) work perfect. Just quick launch icons problem.
Start in safe mode and try them?
Yes, I have started it in safe mode with network options and I see the same message when I start quick launch icons. I have Windows 2000 on the same lap-top and quick launch icons work normaly with that OS.
Is it happening to all taskbar quickstart icons?
Yes, it is happening to all taskbar quick launch icons. The output message you can see in answer on your first question!