Does anyone know if it is in the code (section would help) about pigtailing a neutral on a recptacle. We had a disagreement about if you could use the recptacle for your jumper?

In the 2002 edition of the NEC, see:

"Section 300.13(B) Device Removal
In multiwire branch circuits, the continuity of a grounded conductor shall not depend on connections such as lampholders, receptacles, and so forth, where the removal of such devices would interrupt the continuity."

Should be the same, or close in the 2005 edition.

As stated, this only applies to multiwire circuits, when you run circuits with a shared neutral.

This is an excellent practice for two wire circuits, esp. when the circuits service critical equipment, even though if a neutral breaks in a 2 wire circuit it only stops the circuit from working.

But if a shared neutral breaks, then much higher than 120 volts can be impressed on the devices in the circuit and be severely damaged and create a fire hazard.