With this registry hack, you can pin your folders to the start menu right from the Explorer right-click context menu, in Windows 7. To do so, follow this article.

Add Pin To Start Menu to Folder context menu

With this registry hack, you can pin your folders to the start menu right from the Explorer right-click context menu. To do so, open registry editor and navigate to the following key: Create a subkey and name it: Exit the Registry. This will add Pin To Start Menu option to your folders too. Restart your explorer.exe or reboot your Windows 7 computer. To be able to use Pin to the Start Menu context menu item, you have to press the SHIFT key and then right-click on the folder.

In Windows 10/8, this option to Pin To Start, exists by default already.