Running latest version of KDE 4.4 there is at least one thing that bothers me, and that is the window preview in thumbnail for open program in task-bar/panel like in Windows 7.
Have a look at this screenshot of my desktop and see the thumbnail shown for Kmess.
First, the text "Kmess On desktop 1" in the lower left part of the thumbnail is completely unnecessary. It shrinks the size of the thumbnail to something unreadable.

Second, every instance should be separated like in win 7 with the possibility to close each with a X-button.

Third, the frame around each thumbnail should be set to 1 pixel

In order to be able to close windows, you should make a feature request at bugs.kde.org.

The size of the frame around each thumbnail is determined by the Plasma theme in use.

Have you tried smooth tasks?