Programs On Desktop

I have a couple of programs on my desktop that i want to remove from my desktop but still keep. I want to add them to the start menu under programs, but how do you do that? I dont have the classic start menu, and im running xp pro. anybody have any suggestions.

Grab the icon on your desktop
drag it to Start
hold it there -startmenu opens
drop it whereever you want

Delete icon on desktop

(or right clik start menu - Explore all users-drag and drop icon)

That's the proper way. :D