If you mean pinning items so they appear above the start button (Not when you click All Programs) there is a limit. You can increase this by right clicking the start button and selecting Properties. Then look for the option to display the smallest icons.
If you want to tidy up the All Programs lists again right click the start button and choose "Explore All Users". Windows explorer will open and in the left pane select "Programs". In the right hand pane create folders by right clicking an empty space>New>Folder. Call them things like "Computer" "Media" "Internet" "Utilities" "Office" "Programs" etc. Then just drag and drop the icons into these folders as appropriate. You will then have groups of associated shortcuts in each of the folders on the All Programs list instead of several columns in alphabetical order.