Applications that reside on the network (e.g. \\server\dir\app.exe) usually can't be pinned on the taskbar in Windows 7, due to restriction posed on you by Microsoft. The options for pinning just are not present, even when you first create a shortcut to the app.

A simple solution is to fool Windows 7 that the app resides locally. In short, this is done by pinning a local app (say, Calculator), then changing that shortcut to point to your network app.

Pin any local app to the taskbar (e.g. Calculator).

Navigate to %userprofile%\AppData\Roaming\Microsoft\Internet Explorer\Quick Launch\User Pinned\TaskBar. You'll find a shortcut to the app you just pinned.

Change the properties of the pinne  ...