I noticed on my set that there is no pin that goes behind the crank arm to catch the chain in case it falls off on the outside, however there are several holes in the big ring that are threaded and look to be meant for this purpose. Does anybody know if that is the purpose of these holes, and if so, where would I be able to find the pin that screws into it?

Yep....that's what goes in there. Weight weenie option is to use a nylon bolt through a plastic tube to make the pin. Cost is less than $1.
Alu pin is probably available form your LBS pilfered from a dead ring for free if your LBS is nice

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Used to race....got too wrinkly and old Updated: Racing again! Thought this was unlikely! Eventually, I may even have a decent race!

Did you check the packaging for the pin? It does not come on the ring.

Mine did not come with it installed. I was told that the pin was taped to the inside of the sleeve that it came in...which I threw away.

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I bought mine from the b&s here so it didn't come with one, ill try to find one at the shop

Pin came with mine in the bag.

I've bought several Stronglight rings and if it's the big ring it comes with a pin. The pin comes in a small ziplock bag which is attached to the inside of the package. It's in aluminum, so you could probably do without the anchor...

Zitter.....do you want me to make you a weenie one and send it to you? ....Just specify the length you want it to protrude out from the ring (go within 1mm of your crank arm) and send me a PM with your address......I'll get you a custom one in the mail asap. Total construction time=2 mins and the postage will cost more than the parts so consider this my good deed for today.
-Geoff

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Used to race....got too wrinkly and old Updated: Racing again! Thought this was unlikely! Eventually, I may even have a decent race!

haha, thanks for the offer but the guy i bought them from found it and sent it to me.