Hey Tess, even though I don't have a lanyard and don't plan on getting one anytime soon, I DID start to collect pins. I am currently looking for an inexpensive way to store them too.
Although, I think this would suit you PERFECT:
http://cgi.ebay.com/DISNEY-DCL-ARIEL...QQcmdZViewItem
You can find similar things like these on eBay too.