A jump list represents a list of items and tasks displayed as a menu on a taskbar button in Windows 7 or later.
A jump list in Windows 7 or later displays a list of items when right clicking on a taskbar button. The list can display recent items, pinned items, or tasks as defined by the application.
In C# it can be implemented using the JumpList which contains JumpItems, either JumpPath or JumpTasks. The JumpList class is described at MSDN as:
Represents a list of items and tasks displayed as a menu on a Windows 7 taskbar button.
Source: MSDN