I'd check from here, but don't have access to an XP machine...

I don't use Windows at all, in work, and my machine at home is Windows 2000 Pro. If it's similar to that, however, you right-click on the task-bar, go to Properties, onto the Start Menu tab, and click on the "Advanced..." button to go into a File Manager style interface, in which you can re-arrange your Start Menu as if it was a normal Windows folder...