I do not remember exactly what I did, but I wanted to make a shortcut from a program listed on the start menu.  I have the shortcut on my desktop now   but the program is no longer on my start menu.       I want to use the start menu whenever I have several windows open and do not want to minimize them in order to execute the program.

I have tried right clickking just about everthing and I can create a new shortcut , but I have not found anything that even says it will pin it to my start menu. I even tried the icons in program files and nothing I can see will do it.     

I am using Windows XP Professional.

Right click on the desktop shortcut and you should see that option [Pin to Start Menu] listed.

   Or you can make an icon in the All Programs section.  You do this by making a shortcut in Windows Explorer where the All Programs list is located.
   To do this right click on the Start button and select Explore from the popup menu.  This will open Windows Explorer.  It may open up to where the Start menu is located.  If not, the Start menu is in C:\Documents and Settings\ under one of the users folders.  The Programs subfolder of the Start Menu folder is where the All Programs icons are.  You can make a shortcut there and it will appear in the All Programs section of the Start menu.

ok I tried that. The programs listed under the start menu are:
     accesories (folder)
      Gmail POP trouble shooter
       Internet Explorer
       Startup (folder) 1 program A1 Clean
        Internet Explorer (regular icon)
       Outlook express
        Remot Assistance
        Media Player

That is all that is in that list,   There are 33+/- on the start menu programs list.
I am looking for Word - the rest of office programs are llisted Word is missing...

Sorry, didn't know you were talking about an Office program. See this article.
http://support.microsoft.com/kb/283293/en-us