I see from an earlier post that a similar problem was occurring.
Turning off "Roll up Fences placed on edge of screen" allows me to dock any Fence on the taskbar. I can then choose 'Roll-up Fence' from the individual Fence menu.
Also if you click on the individual Fence menu and choose 'view | Roll-up fence'. Then move it down to the taskbar this will also work.
It appears that docking on the taskbar with "Roll up Fences placed on edge of screen" selected is the issue.
Nigel