I wasn't sure about that. If using Windows 7, the previous directions about pinning items to the Start Menu are correct. If we're talking about XP, the procedure is almost as simple.
1. Find the program that you want to add to the Start Menu.
2. Press the Application key or Shift-f10, then arrow down to Copy and press Enter.
3. Go to the Start button and use the application key again. Arrow down to Explore All Users and press Enter.
4. The Start Menu tree view will be open in Windows Explorer. Press Tab once, then ctrl+v.
5. Press Alt+F4 to close Windows Explorer.
6. Open the Start menu as you normally do and you should find the new entry.