The last 4 or 5 programs I have installed don't show up
in the list when I click on Windows Start>All Programs.
I have had to search for them and they have been found in
C:\Documents and Settings\All Users\Start Menu\Programs.

Is this a problem with the application software
installation program or a Windows XP problem?

After installation how can I add the program .exe file to
the Start>All Programs list in the Windows Start button?