Desktop shortcut

Organize your desktop
The only default icon on XP's desktop is the Recycle Bin, but we think it's a good idea to add a shortcut to Computer Management, a quick and dirty way to get to such important tools as the Event Viewer, Local Users and Groups, Shared Folders, the Device Manager, and Disk Management. To surface this handy management dialog, click Start > Control Panel > Performance and Maintenance > Administrative Tools. Right-click the Computer Management shortcut. Select Copy from the dialog menu. Right-click an empty portion of the desktop and select Paste Shortcut. Use this procedure to add shortcuts to anything else; use Windows Explorer or My Computer to find your target.

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The preceding tip came from CNet's "Windows XP Tips and Tricks"

http://www.cnet.com/software/0-6688749-8-7248268-2.html

(REMOVE SPACES from the pasted URL)

Maxwell

You must be logged on as an administrator or a member of the Administrators group in order to complete this procedure. If your computer is connected to a network, network policy settings may also prevent you from completing this procedure.

Right-click the Start button, and then click Open All Users.
Double-click the folder in which you want to add a submenu, usually the Programs folder.
On the File menu, point to New, and then click Folder.
Type a name for the new submenu, and then press ENTER.

You can add a shortcut to the Desktop the same way as it was done in 2000. Right click the Desktop and choose New> Shortcut. You can also drag items out of Windows Explorer with the Right mouse button and choose to make them shortcuts.