First off, click on your Start button and select Help and Support.
Under Pick a task, click on "Undo changes to your computer with System Restore".
If this doesn't launch System Restore then you should follow the advice Gerry
offered to reinstall System Restore.
If System Restore can be launched through Help and Support, hit the Cancel
button to close the window.
Getting back to your problem, most of the entries on your Start menu are
shortcuts to the programs they launch. If you don't see System Restore listed
under System Tools on your Start menu, you'll need to recreate the shortcut.
With that in mind, go back and open this folder.
C:\Documents and Settings\All Users\Start Menu\Programs\Accessories\System Tools
At the top of the window, click on the File menu.
Move your mouse pointer down to New and select Shortcut from the menu that pops
out.
Enter the following command in the Location box.
%SystemRoot%\system32\restore\rstrui.exe
Hit the Next button and name your new shortcut System Restore.
Click Finish.
If you're still not able to recreate the shortcut, you might want to download
and run the program mentioned in this article.
Courtesy of Ramesh Srinivasan, MS-MVP
Restore shortcuts to the Accessories group
http://windowsxp.mvps.org/Accessories.htm
Good luck
Nepatsfan
Thanks,