If an app is already running and you want another (instead of switching to the one that's already open), you can hold the shift key while you click it, or click using your middle mouse button (wheel).
This is the same as how you open a website shortcut in a new window. Try it out, hold shift while you click a link and it opens in a new window instead of re-using the existing one. The taskbar works just like the rest of the world, it's wonderful.