Can’t set up properly the tool in Windows Vista and XP, why?

Hi!
Anytime I want to place a toolbar on the left side of the taskbar, next to the start button, and then lock the taskbar, a small piece of a link within the toolbar will still show, so it will not shrink completely. The Lock the taskbar! Option is unchecked when I do this. The only solution I found was to use the handles and make it as small as possible. This only happens in Windows Vista and Windows 7, while in XP it works fine. Does anyone know a solution to get rid of this problem?
