Missing Pin to Start Menu woes ...

Well, I've just done a clean Windows install, and the Pin to Start Menu option is missing from my context menus. I did everything that I could think of that was obvious, including everything Shawn suggests in his tutorials. Pin to Start Menu key is in the registry Folder etc. etc. I added some shortcuts in:

C:\Users\(Name)\AppData\Roaming\Microsoft\Internet Explorer\Quick Launch\User Pinned\StartMenu

They don't show up.

I added "Pin to Start Menu" manually to the registry - no luck. I ran Shawn's key - no luck.

Next I created a new user and everything there is as expected. I exported the new user's "Folders" from the registry and ran that back in my own zone. Nothing. I could set myself up as another user, but having just configured all my software (hours!) I really don't want to do that. For the moment I have put the 3-4 links I want on the taskbar, but that's not the point. :)

I am fresh out of ideas. Anyone think of anything other than what Shawn has already explained that I can try??

As is generally the case, I got a solution 30 seconds after posting from another forum. Not sure if this one is in here but, it's so simple!!

Create/save a text (anything) file on your desktop - change the txt extension to exe
Right click on it, and the Pin to Start Menu is there
You can now edit the appropriate parameters from the properties of the link in the Start Menu.

Not the most perfect answer, but it works, and as I only have a couple more to do, that's OK. If anyone has another answer, for curiosity's sake I'd like to know it.