Why in the world did you have a executable in your "Start" button menu
system!? Is it something you directed there when you responded to a
Open/Save dialog during a download? If the file is NOT there as a result
of running an installer, just drag it to wherever folder you want to run
it from. You should only be putting folders and shortcuts into the
"Start" button menu system.
If the process of installing an application doesn't create a shortcut it
is VERY easy to create one, just click the option in the icon's context
menu. then put the shortcut into the "Start" button's menu system.