In Windows 7, how come the programs I pin to the taskbar never actually start up when I click on them?

I realized a while ago that I can pin shortcuts to the taskbar on the desktop, which was really cool and I figured it would be a lot easier than sifting through my files to find the .exe file.

Mind you, these are games that I have pinned. I have Firefox pinned but that works fine, so does Chrome. But for some reason when I click on my games or emulators, nothing happens. It gives me a black screen and I have to bring up task manager to get out of it. Interestingly enough, task manager doesn’t say that there’s something wrong with the program.

My games and emulators still work fine when I go through my files, find the .exe file and boot them from there, but I have no idea why they should have a problem booting from the taskbar shortcut.

Depending on the game, sometimes I get this error message about IDirectDraw 7 Set DisplayMode failed. Then it says make sure your video card supports this mode. But the games work fine otherwise, so there’s no problem with my video card rendering the game.