I don't know about pinned items, but you may be able to have the same effect with toolbars on the task bar
1) Set up your batch file in a folder. Call it what you want, for my example, my folder is called
Batch Files and my batch script is called
test (all it does is open cmd.exe at the moment)
2) Right Click on the taskbar, select Toolbars->Add toobar
3) Navigate to the
Batch Files folder and hit 'Select Folder'
4) Unlock your taskbar (right click, unlock taskbar) and drag the toolbar to where you want it.
(NOTE: Whilst here, you can also right click the drag-area on the toolbar and change some settings like whether to display folder name, file names etc)
5) Try dopping a file onto the
test batch file. The batch file should run (and displays cmd.exe in my case)
Hope this helps
PS: you can have nested folders/files as well, in case you want to have links to different things.
PPS: I usually create the folder in the root C:\ directory, but again you can create it anywhere
EDIT: This walkthrough has pictures as well, just scroll down to 'Creating a Toobar' section: