Try Ctrl-Alt-Delete and bring up Task Manager. (It might come right up, or you might need to click
'Start Task Manager' from the fullscreen list that appears, depending on the version of Windows you have.
Then switch to the 'processes' tab, and sort the list of processes by name (possibly 'Image Name')
by clicking on the first column header.
Scroll down if necessary and see if 'explorer.exe' is already in the list.
If it is in the list right click it and choose 'End Process'
Then click the File Menu on the task manager window and choose 'New Task (Run...)' or similar.
In the box that appears type 'explorer.exe' and choose 'OK'.
The taskbar in windows (95+) is run by the 'shell' (taskbar, desktop icons, my computer, windows explorer etc. etc.),
sometimes the 'shell' process get's itself a bit stuck, so that the taskbar dies but other explorer windows remain.
Running 'explorer.exe' when it is already running will not recreate the taskbar, it will just open an new
'My Computer' window.
By killing off the 'explorer.exe' process you are restarting the shell from scratch, which forces it to
recreate the taskbar.