Folders for Windows 7 jump lists -

 %APPDATA%\Microsoft\Windows\Recent\AutomaticDestinations
%APPDATA%\Microsoft\Windows\Recent\CustomDestinations

copy to internet explorer address and will open windows explorer.

for windows explorer jump menu pinned list : 1b4dd67f29cb1962.automaticDestinations-ms    in folder
 %APPDATA%\Microsoft\Windows\Recent\AutomaticDestinations

sometines it becomes corrupted, so I made a copy of mine and left it in the folder.