This is direct quote from Windows 7 help files:
"To pin a program icon to the Start menu
If you use a program regularly, you can create a shortcut to it by pinning the program icon to the Start menu. Pinned program icons appear on the left side of the Start menu.
Right-click the program icon you want to pin to the Start menu, and then click Pin to Start Menu.
Notes:
To unpin a program icon, right-click it, and then click Unpin from Start Menu.
To change the order of a pinned item, drag the program icon to a new position in the list."
You can also drag and drop items to quickbar and those become shortcuts to dragged program.
Themes:
Good link to customizing themes!