Does it really bother you?! Anyway... you can disable it trough registry (do not go there! unless you know what you are doing) or trough Policy Editor (this is what I would choose). In domain policy go to user configuration, administrative templates, start menu & taskbar. Here you can find "Remove Help menu from Start Menu". It does what you want. Now you can particulate this to your OS (98/NT/2000).
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Removing the help button from start menu