I'm using Windows 7 and Windows Explorer some folders were added to the taskbar jump list (under the Frequent section) that no longer exist. When I try to remove those folders from the jump list (using context menu's "Remove from this list" option) nothing happens and the folders are still shown.

When I try to access those non-existing folders windows prompts that selected item is not available and asks whether I want to remove it from the list. Regardless if I select "Yes" or "No" the folder still remains in the list.