None of the RUN.LNK shortcuts have a Pin To Taskbar verb.
I have searched every RUN.LNK on the disk, none have it.
Under Win8, I can find the Run icon in the Apps panel, and pin it to both the Taskbar and Start Menu.
This is a puzzler for me.
I want to do this with Powershell, which I already use to pin all the other common apps that I require.