1. Click the Start button once with your right mouse button. You
should see a context menu pop-up
2. One of the items should be Explore, click this with your left mouse
button
3. An Explorer file management window opens. In the left pane should be a
directory tree, the right pane should display the contents of the Start Menu
folder
4. Right-click any empty space within the right pane. A context menu should
appear, click New > Folder
5. The Explorer will create a highlighted icon called New Folder. Type
the following string, all on one line, replacing the words New Folder
with this new line. You must type the period, the curly braces, all four
hyphens, and the hexadecimal numbers exactly as shown. After the closing curly
brace, press Enter
To make it more easy for you to copy/paste, we've put the strings in a text
box.
* Initially these folders you create will be empty. Just drag & drop
items from the regular folder into the folder on the Start menu.
The folders mentioned above (under *) are not as useful as the others.
These three folders have to be updated "by hand", where as the others are
updated by the system, e.g. if an item is added to the Control Panel, this
folder on the Start menu is automatically updated, while if you add another font
to your system, you will have to copy it to the Fonts folder on the Start menu
as well to make it show up there.
We just thought we let you know all the options. We use the Control Panel &
URL History folder at Windows-Help.NET, and find them nice time-savers!
You can also use my Tweaking Toolbox for Windows, one of it's
functions is to create the Special Windows folders.
For more information & free trial, check the Tweaking Toolbox for Windows
pages.
You can also create a new folder entry (like the Programs folder):
1. Click the Start button once with your right mouse button. You
should see a context menu pop-up
2. One of the items is Explore, click this with your left mouse button
3. An Explorer window opens in \Windows\Start Menu
4. Right-click any empty space within the right pane. A context menu should
appear, click New > Folder
5. This will create a highlighted icon called New Folder, just name it
how you like. You can add shortcuts and/or actual files in this folder. The
location on your hard drive is: \Windows\Start Menu\<your folder> 
Adding cascading menus to the Start button