By default the Start Menu will automatically arrange your installed programs alphabetically, while this may be the behavior you desire, a lot of people get irritated by it.
To disable this, right-click on the Start button and select 'Properties'.On the Start Menu tab, click on the 'Customize' button. Scroll down until you find the 'Sort All Programs' option and uncheck the checkbox, then click OK.
You will now be able to arrange your programs any way you wish by simply dragging and dropping them.
