Here is how you pin items to the start menu in Windows 7 via a script : Pin Items to the Start Menu or Windows 7 Taskbar via Script - The Deployment Guys - Site Home - TechNet Blogs
"C:\Program Files\uvnc bvba\UltraVNC\vncviewer.exe" -config "C:\ProgramData\Microsoft\Windows\Start Menu\Programs\UltraVNC\Pluto_port_xxxx.vnc" -password "xxxxxxxxxx"