Pin a Folder to the Start Meni
First, go to "Start" and click "Run."
Type the following:
regedit
Now, navigate through it to here:
HKEY_CLASSES_ROOT\Folder\shellx\ContentMenuHandlers
Now add a new sub-key with this:
{a2a9545d-a0c2-42b4-9708-a0b2badd77c8}
Now if you hold down Shift and Right-Click the option to pin to the start menu should show up.
Picture provided by windowsxp.mvps.org.