How can I pin an Admin CMD shortcut to taskbar?

I want to pin a shortcut to an Admin CMD window onto my WinXP taskbar. How should I proceed?

I'm running WinXP Pro SP3 in a VM.
 
You can't "pin" a shortcut icon to the XP Taskbar, but you can drag shortcut icons to the Quick Launch Toolbar? Is that enabled? Right click on the Taskbar | Toolbars and check it. Unlock the Taskbar to adjust the size as you want it.

above from link below

 
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