What version of Windows? Sounds like you might have removed it from the Start Menu shortcuts?
Assuming Windows Vista or 7 and the Control Panel on the Start Menu is gone?
To get this back right click on a blank spot e.g. at the bottom of the start menu and select properties:
This will bring up the menu on the left, click customise and this will bring up the menu on the right, go to Control Panel and select Display as link. You should look through this list and select Computer to display as a link aswell as Documents, Downloads, Favourites, Games, Music, Videos , Recorded TV, Run Command, Devices and Printers according to your own preferences.
The Control Panel may also be brought up by using the run command:
Press the [Windows] and [ r ] key simultaneously and type Control Panel in the box and press enter
Dr Philip Yip Tech Enthusiast and Author of the Unofficial Dell Windows Reinstallation Guide