XP's task bar

I built a VB exe app. I create a shortcut of this exe and put it on desktop. I don't know why it does not show on taskbar. So if I open other application, it will be hard for me to go back to that VB app. It works OK in Windows 98, but in windows XP, if I open other application, it stay behind and does not show on task bar. Please help. Thanks

set the property ..

ShowInTaskbar = True

for the form