Try this:
1. Click Start, Run and type 
regedit.exe
 2. Navigate to the following location:
HKEY_CLASSES_ROOT \ Folder \ shellex \ ContextMenuHandlers
3. Create a sub-key named 
{a2a9545d-a0c2-42b4-9708-a0b2badd77c8}
 4. Exit the Registry Editor.
Now go try to unpin the item in the start menu by right clicking and hitting unpin.