Enable "Pin to Start Menu" for Folders in Windows Vista / XP

Manual Registry Hack

Open up regedit.exe through the start menu search box, and then browse down to the following key:

HKEY_CLASSES_ROOT\Folder\shellex\ContextMenuHandlers\

Once there, you'll need to create a new key called {a2a9545d-a0c2-42b4-9708-a0b2badd77c8} with no value.

If you want to disable this, just delete the key.