Try this: Start -> Control Panel -> Taskbar and Start Menu -> Make sure the box marked 'Lock the Taskbar' is NOT checked. If it is, uncheck it, then click 'Apply'... If this does nothing, or if it's not checked, then check it, click 'Apply', try to move it, then un-check it, click 'Apply', and try to move it again... If this doesn't do it, I'm afraid you will probably have to find a utility that will allow you to further customize your Windows properties...
Good luck, and I hope this helps.
Good luck, and I hope this helps.