Have a look here.
Open Windows Explorer, choose “Tools->Folder options…”, click on the View tab, select the “Show hidden files, folders, and drives” option and click on OK. Next, use Windows Explorer to navigate to the store for pinned items (replace USERNAME with your own Windows 7 account):
C:\Users\USERNAME\AppData\Roaming\Microsoft\Internet Explorer\Quick Launch\User Pinned\TaskBar
That folder has shortcuts to all the programs you have pinned to the taskbar. In my example, I located and deleted the Safari shortcut and its ghost icon immediately disappeared from the taskbar.