When you use Lock the Taskbar in Windows Vista the toolbars shift from some pixels before locking and it is really annoying!

The alternative is to not lock the Taskbar and add the following registry setting to avoir the possibility of moving the toolbars:

HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer

TaskbarNoDragToolbar
Prevents users from rearranging toolbars. If you enable this setting the user will not be able to drag or drop toolbars to the taskbar.

From http://jalaj.net/2007/11/28/tweaking-registry-for-task-bar-in-vista/