Also, depending on your version of EG (I think this goes back to 3), you might look for a little "pushpin" icon in the corner of your Task Window, once you get it back. If you do find a pushpin icon, then you can use it to change how you see the Task Window.
"You can minimize a window by clicking the pushpin icon in the upper-right corner. SAS Enterprise Guide will reduce that window to a tab along the edge of the SAS Enterprise Guide application. Then, when you move the cursor over the tab, the window will expand. When you move the cursor out of the window, it will be reduced to a tab again. To unpin a window, click the sideways pushpin icon."
(from a portion of "The Little SAS Book")