As it stands, it is only possible to pin programs or shortcuts to the Start Menu, but no folders. We can create the option of enabling “Pin to Start Menu “ to the folders. By this we can easily access the important folders to start menu of Windows XP or Vista. To add this option,
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Open the Registry Editor by opening RUN and Type regedit and click ENTER.
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Browse to HKEY_CLASSES_ROOT\Folder\shellex\ContextMenuHandlers.
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Create a new key by right-clicking in the right pane and selecting New > Key.
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Enter {a2a9545da0c2-42b4-9708-a0b2badd77c8} as the key name.
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Now that that’s done, right-click on any folder in Windows Explorer, and you will see a “Pin to Start menu” option.
If you want to disable this option, just delete the key.
Note: This tip will not work if you are using the classic start menu.