Launching CPL applets from Control Panel adds them to taskbar

This is an interesting problem. If I launch a control panel applet from the Run dialog, right clicking on My Computer and selecting Properties or Properties for display on the desktop, it will not be added to the taskbar. If I launch the same one from Control Panel, it will be added to the taskbar. Testing under XP, both methods do not add the applets to the taskbar. Not sure if it's a difference in how it's launched or something else.