Here is my procedure...
1. Right-click on the desktop, choose New and choose Shortcut
2. Type a Web address in the field
3. Give the shortcut a name
4. There is now a shortcut icon on my desktop, which, when double-clicked, opens my web browser to the correct page.
5. I click-and-drag the shortcut onto my taskbar to pin it to my web browser.
6. I right-click on the pinned browser shortcut to access the JumpList, and choose my newly-pinned link.
The aforementioned procedure works in Windows 7 when pinning shortcuts to Internet Explorer, Firefox, Chrome or Opera. However, with Maxthon3, it works fine until step 6. Instead of opening the browser it throws this error message.