If you use Start |All Programs and drill to the program in question and then RIGHT CLICK on the program, you should see a choice to Pin to Start Menu and another one to Pin to Taskbar.
My Computer
Computer Manufacturer/Model Number
Toshiba Satellite S875D-S7239 laptop
OS
MS Windows 7 Ultimate SP1 64-bit
CPU
AMD A10-4600M
Motherboard
AMD Pumori (Socket FT1)
Memory
6.00 GB Dual-Channel DDR3 @ 798MHz (11-11-12-28)
Graphics Card(s)
AMD Radeon HD 7660G
Sound Card
High Definition Audio Device
Monitor(s) Displays
Generic PnP Monitor (1600x900@60Hz)
Screen Resolution
1600x900@60Hz
Hard Drives
SSD 119GB Corsair CSSD-V128GB2 ATA Device
Keyboard
Standard PS/2 Keyboard
Mouse
HP Wireless Optical Mobile Mouse Model FHA-3410
Internet Speed
What the local pub, local coffee shop offers.
Other Info
Optical Drive:MATSHITA BD-CMB UJ160B ATA Device
Also have an Asus ha1002xp netbook with Win 7 Ultimate installed.
I changed the registry to not show the shortcut arrow that what caused it , i fixed it by using vista shortcut manager to restore the arrow that it worked.