How do I add recent items to my program's jump list on the Windows 7 taskbar?

I'm using Delphi XE and would like to add "recent items" in the Windows 7 taskbar jump list for my application, like when right-clicking on Microsoft Word brings up recently opened documents. I've found information on how to set the progress but nothing on jump-list items. Any help would be greatly appreciated.

In my opinion the best way to do this is to make the following simple API call:

  SHAddToRecentDocs(SHARD_PATH, PChar(FileName));

This not only deals with Windows 7 jump lists but also adds your file into the system's list of recently used documents which has an effect on early versions of Windows too.

Call the function whenever you open or save a file.

For your convenience, a link to the documentation of SHAddToRecentDocs().