Each Icon on the taskbar has an assigned number based on it's location. The first icon is #1, the second icon is #2, etc. If you have multiple windows open, using ALT +Tab can be a bit irritating. You can switch between open windows by using the Windows Key and a number that is associated with the Icon placement. That way you don't have to keep cycling through using the ALT+Tab, especially is you want to go backwards. (FYI - there is a shortcut for backwards ALT+Tabbing, but that's another lesson!)
In my picture, if I were working in Firefox and wanted to switch directly to TweetDeck, I would just use Win + 6 key and I would be taken directly there!
If you aren't using Windows 7, you should consider it! The improvements in the user interface makes it easier to use your computer!