This is an issue related to the way that the registry works that has plagued
me since XP and it HAS NOT YET been fixed on Vista. It normally happens when
the sole-user of a PC tries to merge the content of his User-specific Start
Menu Programs folder (C:\Documents and Settings\USER\Start Menu\Programs)
with the content of the All-users Start Menu Programs folder (C:\Documents
and Settings\ALL USERS\Start Menu\Programs), for the sake of manageability. I
have googled a solution to this back then, and the good news is that it is
totally applicable for Vista too:
http://www.somacon.com/p398.php
Please note that the article was written for XP, so if you want it to work
on Vista please consider "C:\Documents and Settings\USER\Start Menu\Programs"
as "C:\Users\USER\AppData\Roaming\Microsoft\Windows\Start Menu\Programs"
Hope that helps.
-Paulo