This example show how to use the "Send To" contextual menu to create a shortcut (not a copy) of a file in your Start Menu. The same approach can be used to create shortcuts to any direcory of your choice.
1/ Make sure that system and hiden files are visible.
2/ In Win XP run command prompt, type ” %userprofile%” and click OK to open your home folder to access the SendTo and Start Menu folders.
3/ Create a shortcut of the Start Menu folder and drop it on the SendTo folder, you should now see this folder in your “Send To” contextual menu.
In Win Explorer right-click on the file you want to add to your Start Menu while holding CTRL + SHIFT and select “Send To/ Start Menu”. This will create a shortcut of the selected file in your Start Menu.
ATTN: Always use CTRL + SHIFT as failling to do so creates a copy of your file in your Start Menu instead of a shortcut.