Pinning an item to Start menu helps you in accessing that item quickly and easily. By default Windows only allows programs or shortcuts to be pinned to Start menu. You can't pin a folder to Start menu. Reason? No reason. Weird? 100 %.
In this tutorial, we are sharing a very small and simple registry trick which can enable "Pin to Start Menu" option for folders as well so that you can pin them to Start menu without any problem as shown in following screenshot:

Simply follow these simple steps:
1. Type regedit in RUN or Startmenu Search box and press Enter. It'll open Registry Editor.
2. Now go to following key:
HKEY_CLASSES_ROOT\Folder\ShellEx\ContextMenuHandlers\
3. Under this key, create a new key with the name {a2a9545d-a0c2-42b4-9708-a0b2badd77c8}
4. That's it. Now press "SHIFT" key and right-click on any desired folder and you'll get "Pin to Start Menu" option.

5. If you want to remove "Pin to Start Menu" option in future, you can delete the key created in Step 3.
NOTE: If you want to remove the pinned folder from Start menu, you can right-click on the pinned folder in Start menu and select "Remove from this list" option. Alternatively, you can press "SHIFT" key and right-click on the folder in Explorer window and select "Unpin from Start Menu" option.
PS: If you don't want to do the task manually, download following ZIP file, extract it and you'll get the required registry script to do the task automatically. You just need to run the .REG file and it'll add the option:
This article was posted by VG in following section: Windows 7, Windows Vista, Windows XP.
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SCBright
At last! A tutorial on how add a characteristic.
Lately I only have seen posts explaining how shred windows.
netbox
Nice bro VG..
How about Pinning Folder to Taskbar in Windows 7?
Someone
Anyway to add folders on the side of the start menu (where your Documents, Music, Control Panel are)?
hb860
Nice tip. I'll translate it to russian for my readers and make you as source. Very useful article
Bob
Folders can be pinned to the start menu without a registry script...simply drag and drop your folder(s) of choice to the start menu to pin them :-)
Ryan
Thanks for the tip. Any idea of how to pin a folder to the Navigation Pane in the Start Menu, where Username, Documents, Pictures, and Music are?
Thanks,
Ryan
Bob
http://www.askvg.com/how-to-use-the-free-space-under-run-in-new-windows-xp-start-menu/
Someone
Anyway to add folders on the side of the start menu (where your Documents, Music, Control Panel are)? In Windows 7 please
Ryan
@Bob -
Thanks, but in case you didn't notice my name, I'm using Windows 7 (beta tester) so that won't work.
VG
^^ You can't add a new folder to right-side but you can replace existing folder to your desired one.
Either you can follow following tutorial and change path in Registry using Step 5:
http://www.askvg.com/change-look-n-feel-of-windows-xp-start-menu/
OR you can right-click on any entry in right-side of Start menu and select "Properties" option. Here you can include your desired folder and delete existing folder according to your requirements.