Taskbar Drop Shadow is a free portable tool developed by sweatyfish at deviantART which allows you to add a drop shadow to your taskbar.
How to use:
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Download and extract the archive.
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Run Bottom TB Shadow.exe if your taskbar is on the bottom or Top TB Shadow.exe if your taskbar is on the top.
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If you want to change its opacity, right-click on the taskbar shadow, choose Preferences, slide Opacity as you want and click OK.