Unfortunately, the feed for the UK version of Money doesn't contain pension funds, so you will need to manually add the prices for the time being. This applies to all versions of Money.
We did used to have pension fund downloads, but this was in the pre-Morningstar days. When the feed was expanded, some things were lost. This was around the summer of 2002.
Some users would question why you would need these on the feed - the argument is that you don't need to track your pension as closely as other investments due to the delay before you can actually draw on it. Other users want to check performance regularly.
The only option would be to lobby Microsoft to try and get them back, but be aware that the cost to Microsoft of providing the feed is very expensive, so they're unlikely to provide them.
Keywords: fund price, pension