Right-click "Start" button shortcuts.

To remove winamp on your Start button shortcuts, you need to delete the entry from the registry.

Using Regedit go to

HKEY_LOCAL_MACHINE\SOFTWARE\Classes\CLSID\

Search for "explore" or "winamp". You should find the "winamp" entry or "explore" under "\Shell", delete the Winamp entry.

Grab ahold of the item you want to remove, and drag it off the Start menu, onto the desktop. You can also drag shortcuts onto the start menu if you want.

The following link details editing "Context Menus"
This involves registry editing, so always backup the Registry BEFORE editing...

http://content.techweb.com/winmag/columns/optwin/2000/04.htm

Have Fun...

Editing the Registry should be the last thing you attempt to do. If just dragging the offending entry off the menu doesn't work for you, here is the MS artcle oncustomizing the start menu.
In the address box of Internet Explorer, type:
MSKB Q152122
and hit the Enter key.

If you are not comfortable editing the registry you can download X-Setup (it's free) from ZDNET. It allows you to do many things like you talk about in your problem, although I don't know if it addresses your problem directly. I do think it has options for editing context menus. It is also quite good with stopping you from making fatal mistakes. I have used it for quite sometime without any problems. The URL is:

http://www.zdnet.com/downloads/stories/info/0,,48779,.html

Make sure you remove any spaces in the URL techrupublic is known to add them sometimes.

Right-clicking something brings up a context menu (not the same as the Start button shortcuts). The registry edit already mentioned is the only way to fix context menus without uninstalling software. They won't hurt anything if you leave them.

I don't think you really intended to say "customize the Start button" did you? You can customize your Start Menu by right-clicking it and then selecting Explore. Only then can you drag things on or off it, as others suggested. But that won't solvethe problem you describe.

Good fortune,
Don

Let's try one more time...
You have to edit the registry so make sure you have some kind of backup. The problem is that windows sees the start button as a directory. So if you folow this guide you won't be able to right-click any folder and chooseplay, encode or bookmark. Therefore I suggest that you leave it alone. But if you insist:

(PS. written based on WinXP registry, ME registry may differ....)
Using regedit go to: HKEY_CLASSES_ROOT\Directory\shell\
Delete the three subirectories named Winamp.play, Winamp.encode and Winamp.bookmark

Or try searching after "Add to Winamp" in regedit. Look through all the "hits" before doing anything. And try renaming the label to "Add to Winamp's &Bookmark list_dir" to see that the effect is what you want. (Right-click the start button and see what the menu says...)