This might be a solution for you aswell.
1) Create a new folder anywhere you like and name it "Progz", "Gamez" or "Music" according to your will and pleasure.
2) Place shortcuts of the stuff you need into this folder.
3) Right-click on the windows tastbar and select "toolbars" and "New toolbar". Then you simply refer to your "Progz" folder.
And there you have it... all your applications within a clicks reach.... and a clean desktop aswell. I have my menues minimized, so I only see the names of the categories or folders, and then locked the taskbar, making room for the active applications to be shown.
Adding new items to the toolbar is done simply by copying or creating shortcuts into the original folder, then your menu updates itself.
This can also be a good way of organizing applications into different categories... you just make seperate toolbars.