I am using Windows 7 but think that the solution may be the same for XP. Right click somewhere on the toolbar at the bottom, click properties. Aaskbar window will come up saying taskbar and toolbar properties appears. Along the top of the box that comes up their should be a Start menu. Click on this and there should be a privacy setting which gives you the option of putting recently opened programmes on the start menu. If this is ticked, uncheck the box and this will solve the problem (hopefully)!