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From memory, 4th ed pinning means they don't fall back.
Now, they if they fail a leadership test after at least 1 casualty, they become pinned. If they take 25% or more, they take a morale test and if they fail they fall back!!
Did I get it right?
"Hard pounding, gentlemen: but we shall see who can pound the longest."
Arthur Wellesley, Duke of Wellington
pinning tests occur after each unit fires, should they cause at least one casaulty with a pinning weapon.
morale tests occur at the end of the shooting phase, should that unit take 25% casaulties.
and if you fail your morale test after being pinned, your guys will still get up and run away.
remember, that being pinned counts as having 'gone to ground' so follows those rules; also, any unit of yours that gets shoot at can always voluntarily 'go to ground' (sort of a last ditch survival effort for that +1 cover bonus) even if there are no pinning weapons/tests involved.
units that get pinned or that willingly go to ground are unable to do anything the following turn as they're too busy keeping their head down, but will no longer count as such come the opponent's following turn (so no more cover bonus unless you choose to duck down again for another turn). the only way to get out of that early is to fall back, get assaulted, or play black templar as they auto unpin at the start of their turns.