The normal, .lnk type shortcuts ('Shortcut' displayed in the Type column)
won't sort with file folders, but you can create a second type of folder
shortcut that will.
Right-click the Start button & select 'Open' to open an explorer window to
your Start Menu folder. Open a second explorer window & browse to the
parent of the folder you want to be the target of your shortcut.
Right-click & drag the target to the Start Menu folder & select the 'create
shortcut' option when you release the mouse button. The shortcut created
will have a type of 'File' displayed in the Type column, but will sort with
folders.
Another option is to open a command prompt window & use the 'mklink' command
to create a junction point which behaves exactly like a folder. For
example:
C:\Users\Keith>mklink /j "Windows Folder" "C:\Windows"
will create a shortcut in my username folder to the windows folder. Type
'mklink /?' for help on using the command.
