The "Task List" (taskbar) shows up whenever I do an ALT+TAB, and is usually
the first thing in the list whenever I'm trying to switch apps. Doing so
selects the taskbar, which you are then able to ALT+F4 and close out of. I'm
currently running xfce-4.0.5, and didn't notice this until after I upgraded
Should be fixed in CVS, both branches.