You can open group policy editor (gpedit.msc) and go to User Configuration \\ Administrative

Templates \\ Start Menu and Taskbar and set a variety of preferences for your startmenu. Or if You want You can open registry editor and navigate to

HKEY_CURRENT_USER\\Software\\Microsoft\\Windows\\CurrentVersion\\Policies\\Explorer and enable/disable various parameters by changing 1 to 0 and viceversa. I am doing a cut/paste of list available at Microsoft site. Visit the site to get details on these registry values
Registry Value:"NoSimpleStartMenu"

Registry Value:"NoStartMenuPinnedList"

Registry Value:"NoStartMenuMFUprogramsList"
Registry Value:"NoStartMenuMorePrograms"
Registry Value:"NoCommonGroups"
Registry Value:"GreyMSIAds"
Registry Value:"NoWindowsUpdate"
Registry Value:"NoStartMenuMyMusic",

"NoSMMyPictures","NoFavoritesMenu","NoRecentDocsMenu"

Registry Value:"DisableMyPicturesDirChange", "DisableMyMusicDirChange", "DisableFavoritesDirChange".

Registry Value:"NoSMMyDocs"

Registry Value:"DisablePersonalDirChange"
Registry Value:"NoRecentDocsMenu"
Registry Value:"MaxRecentDocs"
Registry Value:"ClearRecentDocsOnExit"
Registry Value:"NoFavoritesMenu"

Registry Value:"{20D04FE0-3AEA-1069-A2D8-08002B30309D}" under

HKCU\\Software\\Microsoft\\Windows\\CurrentVersion\\Policies\\NonEnum. Registry Value:"NoNetworkConnections"

Registry Value:"NoStartMenuNetworkPlaces"
Registry Value:"NoRecentDocsNetHood"
Registry Value:"NoSMHelp"

Registry Value:"NoFind"
Registry Value:"NoRun"

Registry Value:"MemCheckBoxInRunDlg"

Registry Value:"NoResolveSearch"

Registry Value:"NoResolveTrack"

Registry Value:"ForceStartMenuLogoff"
Registry Value:"StartMenuLogoff"
Registry Value:"NoClose"

Registry Value:"NoStartMenuEjectPC"

Registry Value:"NoChangeStartMenu"

Registry Value:"NoSetTaskbar"

Registry Value:"NoInstrumentation"

Registry Value:"NoUserNameInStartMenu"

I read about this on Microsoft Web Site. Here is the link Policy Settings for the Start Menu in Windows XP (Q292504)