Its my understanding that some people using tradestation are having problems using the Winpin program. If you are, try WinPins. Similiar name, different program.
If you install it and open it. There will be a small push pin icon in the bottom right icon tray on your screen. Right click it, and select Get One Pin. A little push pin with a blue tab will appear on the screen. Drag the pin to whichever window you want pinned, and left click the pin. This window is now pinned, and the pin and tab have relocated to the top of the pinned window. The pin now appears to be pushed into the screen like it would on a cork board. To unpin the window either click on the pin again, or right click on the pin icon in the tray and select Remove all Pins.