Follow these directions to place the Administrative Tools in your Start menu: (windows xp)

Right-click your Start menu and choose Properties.
Click the Customize button on the Start menu tab.
Click the Advanced tab and look for the text labeled "Start menu items."
In the Start menu items, scroll all the way to the bottom of the list and check the box next to the text labeled "Display on the All Programs and the Start menu" listing.
Click OK.
Click Apply.