Non-file object cannot be pinned to Start menu
It would appear only objects that are files/shortcuts can be pinned to the Start menu.
This is a major inconvenience, as, for instance, I can't pin an item from the Control Panel to the Start menu.
When I drag a non-file object over the Start button, it won't even open for me (but it would show the tooltip, Pin to Start). If I press the Windows key without releasing the mouse button, the Start menu opens and gives the visual cue for where the item will end up, but when I release the mouse button nothing is pinned.
Is it possible that in your dragover handler you only check if the IDataObject contains files? If so, please consider asking it for a list of PIDLs instead; if not, then it must be something else.
To reproduce: Try to drag an item from Control panel to the Start button, such as Windows Update or Keyboard.