>>>Do you know how can I achieve the way I want with my All Programs?
>>
>>You can create your directories there - or in the start menu itself (i.e. one level up). It's just a directory structure, although what you see in your start menu is merged from your own and All Users. You can manipulate it just like any other directory structure - create directories, move things around.
>
>Yes, I was thinking about it. But why the All Programs are not displayed in alphabetical order?

I have no idea. They are, on my machine, but I'm not using Windows Explorer as my GUI, I'm using bbLean (http://bb4win.sourceforge.net/bblean) and Launchy (http://www.launchy.net).