For as long as I've worked at Microsoft I've seen this issue with a 10,000 pushpin limit in MapPoint 2002, 2004, 2006 and, yes, it still exists in 2009. The issue is this: if you try to import more than 10,000 addresses into MapPoint you'll get the error, "Only 10000 records may be mapped at one time using street address."
The limitation is there for a couple reasons - one around performance and the other around keeping people from obtaining free geocodes from the MapPoint 2009.
So, how do you you overcome this if you just want to map more than 10,000 points? The answer - you have to geocode your data source prior to importing into MapPoint 2009. Once you have your data geocoded, you'll want to add two additional columns do your data source - latitude and longitude. MapPoint 2009 (or 2006) will automatically detect the data type in the columns and set your record matching type to Latitude & Longitude. You'll notice the performance is greatly improved by doing this as well because you no longer have to wait for the address location to be found and then placed on the map. You need only wait for the software to parse the geocodes out of your data set and pin them to the map.
Once released, you can request a trial version of MapPoint 2009 on the Microsoft MapPoint Web Site.
MapPoint 2009 release dates: North American Version - September 1, 2008; European Version - January 1, 2009. You may be able to purchase MapPoint 2009 in a retail store prior to these dates, but you can purchase them as a part of your Microsoft Enterprise Agreement on or after these dates.
And for the record, yes, I'm actively working to get the limitation removed altogether.