You can open your Crafting Menu - Misc and choose to Activate your Persistant Map Pin System. When that is done, you will get a small token in your inventory.
This Token cannot be forcefully removed.
Once you have this item, three new options will appear in your Crafting Menu - Misc.
Save Map Pins: This will save your Map Pins. Your Map Pins will also be automatically saved each time you log off.
Load Map Pins: This will load your Map Pins. Your Map Pins will also be automatically load each time you log on.
Delete Map Pins: This will delete the Map Pin Token from your inventory and delete all your stored Map Pins.
The Delete function is something I recommend everyone to use once you relized that you know your way around and don't need the Map Pins anymore.