When you leave home, you want to take a bit of it with you, something familiar, something to ease the home sickness.  Naturally, when you come to Windows XP from Windows 9x, you bring a lot of Windows 9x expectations with you, some of which are doable, some not.  One thing I wanted in XP was to have shortcuts to most-often used programs where I could get at them easily-- from the top of the Start Menu... and I wanted them to work just like in Windows 98.  And they do, mostly.

From the Start Menu / All Programs, the Desktop or Windows Explorer, you can right-click a program's main executable file or its shortcut and see the Pin to Start menu option in the context menu.  The key to using this one effectively is to use it only for favorite, most accessed programs, lest the Start Menu's top left panel get overcrowded.  Screen resolution, choice of theme, and menu size/font will dictate how far you can go before things get visually out of hand... or out of sight.  Remove from This List and Unpin from Start menu are available as right-click options if you need to pair down the list.  Once I worked out what I wanted there, I left-dragged each newly pinned item up or down, sorting it alphabetically; I couldn't find a way to do this automatically, no sort-by-name option to help with this one.

Another lesson learned was not to delete the original shortcut from which a pinned item was created.  What would happen is that the pinned version wouldn't work anymore.  Renaming the original shortcut also caused problems.  In short (haha), I kept the original shortcuts intact, in place, and with the same name as the pinned versions.  Also, each pinned entry got its own letter in the alphabet, making access to that program as fast as tapping the Windows-logo key and a letter on the keyboard.  Strangely, you can rename a pinned item and the parent shortcut's name will change to match it, but I got trouble when I tried the opposite.

More - I found these tips at Focus On Windows (About.com):
    - Control the Number of Programs on Start Menu
    - Start Menu Pinning, Unpinning, and Removing
    - Change to Small Icons in the Start Menu

From The Elder Geek:
    - The Windows XP Start Menu and Taskbar
From Microsoft:
    - Description of the Start Menu in Windows XP