This is not what I am trying to do.  When I go to start, explore, yhen I create a folder on the desktop.
Let me give an example.  Lets say one installs 20 programs, 10 of them games, & ten CDR programs ie CloneCD, PlexTools, DLA, CDRWin, etc.  Now, when one goes to start, programs there are twenty programs.  I want to customize so that : start, programs, games (10 games here).  Or start, programs, CDR applications (10 CDR programs show up here).  Instead of 20 programs ahen start, programs, I would like to start, programs and I would then see "Games" or "CDR Applications", each of which when highlighted shows 10 programs.
Thanks for the help.  I hope someone can tell me how to do this.
In Win 98 one can do it : start, settings, taskbar & settings, start menu prograns, then advanced.  From here one can customize what one sees under "programs". 
I would like this to happen under WinXP and not the classic version.