The new Virtual Earth Interactive SDK does a great job making the platform discoverable and easy to use.  The SDK is organized by the things you want to do, and each of those things is correlated to a live running sample, source code, and reference documentation - all one tab click away.  Go check out http://dev.live.com/virtualearth/sdk/.  Also, ignore all the old code I posted; version 3 makes it simple to add custom pushpins.