This post from Softpedia expains why Microsoft haven't included multi-monitor support for the taskbar yet. It's from last year, but I'm sure Microsoft are still putting it off.
And on a more related note, I use the free version of
MultiMonitor TaskBar. It works perfectly in Windows 7. The only problem you might find is it doesnt match the look of the original task bar, the Pro version can use an XP or Vista theme, but that still wouldnt blend in as well with Windows 7.
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