This feature is not available for a number of NetSupport software products.
If the program shortcut text contains any of the words that are in the reserved word list, you will not see the Pin to Taskbar menu item after right clicking on the shortcut.
The specific words that are in the reserved word list that affect NetSupport software products are Help and Support.
Due to the fact that the NetSupport Manager, NetSupport School and NetSupport DNA shortcut text contains the word Support and the DNA Helpdesk shortcut text contains the word Help, and you are precluded from pinning them to the Taskbar.
In order to resolve this issue please open the following registry item on the machine, by running regedit, and remove the words Help and Support from the list of reserved words.
Rebooting the machine, after modifying the reserved word list, will enable you to use the Pin to Taskbar menu item for the NetSupport software products outlined above.
I found some other programs that can not be pined to the taskbar (such as MMC panel) and the problem was solve by erasing ALL the words of the above mentioned registry route. Then restart and thats it. (If you don't want to restart at that time yous drag the icon to the taskbar and should allow you to pin it.