Why can't I pin Civ5 shortcut to Win7 taskbar?

For some reason my talkbar icon stopped working, so I went in to Steam and created a new shortcut icon for my desktop. Now it won't let me pin the new shortcut to the taskbar. What gives? Is this a common problem? Can it be fixed?

The steam icon isn't a standard shortcut afaik, maybe windows doesn't like to pin that^^. Goto the steam/steamapps/whatever/civ.../ folder, pick the exe and pin that to the taskbar.

Well don't I feel stupid? lol

Thanks FeiLing that worked!

Except that Civ 5 launcher asks you to pick which DX version to play every time. Every thing I read online about shortcut creation only enabled me to launch that screen instead of the game itself. This is the shortcut I ended up using, which works fine and doesn't make me choose a DX version before letting me into the game:

%windir%/explorer.exe steam://rungameid/8930//%5Cdx11

I realize the thread is old, but if this post had been a part of it, it would've saved ME some time