In Windows 7, is there any way to pin a shortcut to the start menu or taskbar?

It appears if only programs can be pinned. I'd like to pin a shortcut to a program that specifies some arguments.

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You can just right-click pinned item and select properties. There is textbox "Target". You can add arguments to there in the same way as with shortcuts.

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Just note that you won't be able to pin different targets to the same application. – Jeff Mercado Feb 26 '11 at 18:49
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You can drag and drop the shortcut to either the taskbar or the Start button.

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You can pin each program you like if you just pin them to the taskbar with right click on the icon "pin to taskbar". You can also pin each folder you like just make a shortcut with: C:\Windows\explorer.exe C:\Users\Username\Foldername

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