Found a very useful application call launchy, it's a software laucher where you can throw your start menu away. In Windows VISTA one of the new features I like most will be the availabilities to search for installed application from the start menu and this application allow me to have it in XP. Below is the explanation about the tools from the official website.
Launchy is a free windows utility designed to help you forget about your start menu, the icons on your desktop, and even your file manager.
Launchy indexes the programs in your start menu and can launch your documents, project files, folders, and bookmarks with just a few keystrokes!
Download your free copy from http://www.launchy.net