What software can add a Windows-like taskbar to the Mac OS?
Philip, believe me, it is much better spending some time to learn (and settle in) with OS X style of work than looking some Windows taskbar solution.

Assuming that you have a new OS X notebook, you probably have multitouch trackpad too, so try the following:


Go to System preferences (via the Apple icon in the menubar)
In the General set the following:




Later you will set direct opposites, (automatic scroll bars, jump on the clicked spot) but for the switchers the above is good for a start.

Next, go to Dock and set like:


The minimize-windows-into-application icon will partially simulate the Windows taskbar, so you will get:



where you can clearly see than the "doc" file is minimized into the app-icon and the untitled is opened.

Third: setup full trackpad gestures - click every checkbox on Trackpad preferences. Take some time to learn 3-finger and 4-finger gestures, especially "swipe 4 finger up/down" and move drag with "3-fingers" (instead of click &amp; drag). This is very not-windows-like, but later will thanks to settle in with this.



After a while you will learn to use it automatically, and will find than you don't need a Taskbar. (Because of "Mission control", "Application windows" and "Show desktop" swipes,)

Four: Setup hot corners in the "System preferences -> Mission Control". Click "Hot corners...". My setup is:



In the "Mission control" uncheck "Show dashboard as space" - left-bottom corner will show to you the Dashboard when needed.

The hot corners will help when you don't want use "swipes". The bottom two corners (around the dock) are for the "applications" (Launch Pad &amp; Dashboard), the upper two corners are for "windows" (Current app-windows and Mission control)

The above is my 2cents - maybe someone will suggest better setup - from my experience the above helps my "switchers friends" greatly.

EDIT after 1.5 years.

Because of commnents I want clarify some things. At time of the question, was not here really usable software what behaves exactly as windows taskbar.

Therefore I tried answer with a setup, what should help switchers as much is possible.

It is not easy to have windows-like taskbar - here are several points:

1.) The taskbar's notification area (commonly referred as systray). In the OS X the top menubar is the place where are placed the notification icons like, date, battery and so on. Moving them to some taskbar like sw is probably not easy.

2.) Taskbar's start-menu. With the above hot-corners setup, the "bottom left" corner is the "Lanuchpad", from where the user can launch any installed application. (Can group applications into categories and/or pages.) It is similar (only similar - not the same) as windows start menu.

3.) Some actions, (what are in the windowsish start menu) in the OS X are in the apple menu, like: shutdown, sleep, logout.

4.) Taskbar's quick-launch area. The whole Dock is like (again, only like - not the same) as the windows-taskbar's quick-launch area, from where you can launch frequently used applications. Similarly as in the taskbar, with the right click on the application icon you can see (and switch) to different instaces of running application or can open recently used files)

Soo, if for someone the above sounds as "opinion", sorry for this, but it is not true. I tried (again, only tried) to suggest a solution (with a setup) what should help switchers. A half year later as i wrote my original answer @Krav added the iTaskbar. Feel free to use it. :)