To pin files to the Recent List in 2010 click on the File tab, Recent. Click on a stickpin, next to a Recent Document that you want to anchor to the top of the list. On the right hand side in Recent Places you can now also pin entire folders permanently to the top of the list. To unpin an item click again on the blue pin icon.
You can save yourself a mouse click if you want to access recent documents. Click on File (to access the Backstage view), click Recent then check ‘Quickly access this number of recent documents.’ Change the number to whatever number of documents you want to see on the list. Now when you click on the File tab the recent documents will be attached in the section above Info (cutting out the need to click on Recent).