Currently, this is not possible OOTB, however, we have a feature request for this functionality *CR-241266 *. Could you please elaborate on your specific business use case for this capability, so that I can push your feedback to our Product Team?
In the interim, you could create a custom field as reference to object on a work item entity. That way you will be able to reference customers to tasks. See link for example: http://screencast.com/t/T2b13SGh
For further clarification, we suggest you register for one of our Office Hours Webinars (see the link-> http://www.clarizen.com/resources/online-demo.html#second ).These are great resources for free consulting with our Customer Success Managers that can provide visual examples and answers to your questions.
All the best,