Uninstall the programs....
To explore the start menu in "folder" mode (for want of a better word) right
click the Start button, choose "Explore" which will give you the "folder
view" of the start menu. Choose the Program folder and inside that is
everything listed on the "All Programs" list.
To delete folders or files, press "DEL".
Make sure though, that you uninstall any applications properly through
Add/Remove Programs or their uninstall/setup programs.
However, anything you install will end up on the "All Programs" menu by
default because that's how you access anything on your PC.