I ran across an article that described a hidden registry option in Windows 7 that prevents some applications from being pinned to the taskbar. The full article is here.

The sum of it though is that the registry entry at:

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\FileAssociation

contains a few keys that affect the ability of an application to be pinned. AddRemoveNames contains a listing of name parts that cannot be pinned:

Documentation;Help;Install;More Info;Readme;Read me;Read First;Setup;Support;What's New;Remove