All of you are already aware of "Pin to Start Menu" option in Windows which allows us to pin a program to Start menu which is quite useful feature:

But sometimes this option becomes unavailable and the user doesn't get this option in context menu:

If you are also facing this problem, then this tutorial will help you in getting this option back:
METHOD A:
Open RUN dialog box and provide following command:
regsvr32 /i shell32.dll
Restart your system and it should fix your problem.
METHOD B:
If the above method doesn't fix your problem, then type regedit in RUN dialog box and press Enter. It'll open Registry Editor. Now go to following key:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer
In right-side pane, look for a DWORD value NoStartMenuPinnedList. If you find it, delete it. Restart or log off and your problem will be solved.
METHOD C:
If you can't find the above mentioned key, then download following ZIP file, extract it and run the extracted REG file. It'll ask for confirmation, accept it. Restart your system and your problem will be solved:
Enable Pin to Start Menu Option
This article was posted by VG in following section: Troubleshooting, Windows 7, Windows Vista, Windows XP.
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Gary T
I found this page by googling this problem. However my problem was that I couldn't pin one particular program, not all programs. What I found is that you CANNOT PIN programs on network drives. It has to be on a local drive to pin it. HTH.
Fai
Tried 3 methods, none of them worked.
This is so weird, certain shortcuts have the "pin to start menu" options while others doesn't have it.
When I view shortcuts' properties, some of them have the "compatibility" tab, those are shortcuts that have the pin options.
Some shortcuts don't have the compatibility tab, and those are shortcuts that don't have the pin option
Anyway, I still can drag and drop the shortcuts to the start menu to pin them.
Any solutions?
VG
^^ Check following solution:
http://www.askvg.com/fix-compatibility-tab-and-system-restore-problem-in-windows-vista/