Actually, if you use
Windows Start button|Programs
you are using a shortcut.
I think I'd create a new shortcut, though (I think it'd be easiest).
Open windows explorer
traverse to that folder that contains excel.exe for xl2002.
rightclick on that excel.exe
choose Send to
then desktop (create shortcut)
Then minimize everything.
find that shortcut
Depending on the version of windows (not office, not excel), there are a couple
of things you can do.
If you're using WinXP, you can rightclick on that shortcut and drag it over the
Start button--don't let go!
The start button will expand.
Keep dragging over Programs (but don't let go)
find the program group you want to place the shortcut in and drag over that.
Finally let go.
Since you rightclicked on the shortcut, you can either choose to move that
shortcut or copy it to that location.
If you're using an earlier version of Windows, you can get to that same location
in a different manner.
=====
But before you do all this stuff, look for another shortcut in Programs that
points at Office XP. Maybe you have two and you've just been unlucky enough to
choose the first one you see!