Well, you can either remove the pin from all captions or only for a few applications However, the pin is a quick shortcut to make a window sticky or to add-it to one or more virtual desktops (right-click the pin to display its contextual menu and look at the bottom options).

To remove from all captions:

Right-click the VDT icon in the notification area to display the VDT contextual menu, select Settings and then Computer, and finally uncheck the "Enable dynamic sticky windows" checkbox in the first tab. Click Ok.

To remove for one (or more) application(s):

You must use the registry editor. Load the registry editor (Regedit.exe), go to the HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\R2d2KernelAuthority\Parameters key and create (if it doesn't exist yet) a REG_MULTI_SZ value named _DynamicStickyExcluded. Add your executable name (one per line if more than one) in this value (look at the DynamicStickyExcluded value in the same key if you need a template); the executable name must use the name+extension format (MyProgramm.exe). You unfortunately have to restart your computer.

Note:

The HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\R2d2KernelAuthority\Parameters key contains values and underscored values. Underscored values are for your own usage and are never replaced by VDT setup; non-underscored values are for VDT usage and are reset to VDT default settings every time VDT is installed (or updated). Modifying non-underscored values can make VDT unstable.