In start>programs this is called  most frequently used  (MFU)

 

To add programs (short cuts) to the start menu is called pinning.

 

This link should help.

 

http://www.microsoft.com/windowsxp/using/setup/personalize/startmenu.mspx

 

This link shows a tip for clearing the MFU list

 

http://www.xp-tips.com/clear-mfu.html

Or do you mean you have too many entries in "All Programs" and they are not all being shown?

 

Here is how to fix that
The column widths are determined by the length of the entries. For example if some entries are 5 words long, the column will be made wide enough for the 5 words. If you reduce all long entries this will make the columns narrower and you will have room for another column.
To do this just right click the entry/Rename and make it shorter

You can also group your programs into folders. If you right-click on All Programs and choose Open All Users, then double click Programs, you'll get an Explorer window where you can create folders in the normal fashion.

For example create a folder here called “Office” and drag Word, Power Point, Excel, Outlook etc into the folder.
This will reduce the number of entries in your All Programs list