shortcut is officially refered to as an OEM link by Microsoft.
Here is the link to Microsoft's site which describes how to add/remove
Below is the test
How to add or modify the OEM link on the Windows XP style start menu
Important: This article contains information about modifying the registry.
Before you modify the registry, make sure to back it up and make sure
that you understand how to restore the registry if a problem occurs.
For information about how to back up, restore, and edit the registry,
click the following article number to view the article in the Microsoft
256986 Description of the Microsoft Windows Registry
1. Start the registry editor (regedit.exe) and navigate to the subkey:
2. On the right hand pane, double click on the DWORD value named 'NoOEMLinkInstalled'
and change its data to '0' (zero) and click on OK.
3. Navigate to the subkey:
4. On the right hand pane, double click the string named '(Default)'
and enter the name of the link that you want it to appear on the Start
5. Click on edit and point to new and select 'string'. Add the following
String name: InfoTip
String data: Any text that you want to appear as a tooltip when you hover
over the link.
6. Click on Edit and point to new and select 'Key'. Add the following
Key name: DefaultIcon
7. Select the 'DefaultIcon' key in the left hand pane and double click
the '(Default)' string value in the right hand pane and enter the full
path to a icon file that you want it to appear next to the OEM link on
the start menu.
8. Navigate to the subkey:
9. Click on edit and point to new and select 'string'. Enter the following
String name: Command
String data: The name of the link as you want it to appear on the start
menu (same as in step no. 4).
10. Again click on edit and point to new and select 'string'. Enter the
String name: Param1
String data: The fully qualified path to an internet location or a local
11. Exit the registry editor and restart Windows for the changes to take
effect. You may have to enable the OEM link through the Start menu properties.