Question: How to deploy Windows 7 Taskbar Pinned Icons by Group Policy

Answer: Windows 7 taskbar pinned icons are stored in the following locations:

File System:
%APPDATA%\Microsoft\Internet Explorer\Quick Launch\User Pinned\TaskBar

Registry:
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Taskband]

To deploy it, you can perform the following steps:

1. Configure Pinned items on a Windows 7 system as a reference computer.
2. Export Reigstry Key to pinned.reg file:
   [HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Taskband]
3. And copy items in the “%APPDATA%\Microsoft\Internet Explorer\Quick Launch\User Pinned\TaskBar” to a shared folder.  

Create a logon script to deploy the registry keys and copy the corresponding files.

More Information
If you want to pin items to the Start Menu, you may refer to the following script:
Pin Items to the Start Menu or Windows 7 Taskbar via Script

http://blogs.technet.com/deploymentguys/archive/2009/04/08/pin-items-to-the-start-menu-or-windows-7-taskbar-via-script.aspx