Applications can use the shell dynamic data exchange interface to add items to the Programs submenu of the Start menu, just as they would use it to add items to a group in Program Manager in earlier versions of Windows. However, this is not the recommended method to use with the Windows NT® version 4.0 and Windows® 95 operating systems.
To add an item to the Programs submenu, create a shell link using the IShellLink interface. Add the link file (.LNK) to the directory specified in the following registry key:
HKEY_CURRENT_USER\Software\Microsoft\Windows
CurrentVersion\Explorer\User shell folders
On Windows 95, the default location is <windir>\start menu\programs. On Windows NT, the default location is <windir>\profiles\<username>\start menu\programs.