As jcrawfordor points out, it's because Java programs are launched by "Java For Windows". (javaw.exe)
I dug up a workaround -- adapted from here:
(I don't have Eclipse.exe currently installed, so I'm guessing Eclipse's file name in the examples, and haven't tested the this personally. :) )
- Browse to your Java directory in Program Files.
- Make a Copy of 'javaw.exe' file and rename it to the program's name (i.e.: Eclipse.exe).
- Create a new shortcut to the new file, plus a parameter (which will be your program's JAR file location)
"C:\Program Files\Java\jre6\bin\Eclipse.exe" -Xmx512m -jar "[Eclipse's Path]\Eclipse.jar"
- Right-Click the icon, and from its properties choose "Change Icon" and choose your Eclipse's icon (to use instead of Java's icon).
- Right-Click your shortcut and choose Pin to Taskbar.
Now you should have your program's icon in the taskbar, and if you opened it, it won't duplicate.