Here are instructions to integrate SharePoint Task Lists into Outlook in SharePoint Foundation 2010

Note: These steps best work with IE 7 or higher.  SharePoint Foundation 2010 works best with IE 7 or higher.  Under test conditions we used Outlook 2007 and Outlook 2010.

Note: Please ensure that you have access and right permissions to the relevant section in the SharePoint site.  In this case, the Task List.

1.   Log into SharePoint.
2.   In the Quick Launch menu, click on Tasks, located under Lists.
3.   Under the List tab, click on Connect to Outlook.
4.   If you get an IE Security Warning; click on Allow.  This is by Design.
5.   Your mail mail client will open and prompt you for credentials.  Enter your credentials.
6.   Click on Yes for the Security Information from Outlook.  This is by Design.
7.   In Outlook, the tasks list will appear under Other Tasks in the Tasks section of the Navigation Pane.

You will only be able to see the tasks that have been assigned to you.