Are you using IceWM and looking to setup your Start menu? I discovered that this menu is actually the product of two separate config files.
The first is menu and the second is programs. Both should be located in ~/.icewm. If there's not one there look in /etc/X11/icewm. Copy the files you wish to modify from there into your home directory at ~/.icewm and then you can modify as you want. On my system, the syntax for the default programs looks a bit different than in menu, but I've successfully copied and pasted lines back and forth so the differences don't appear significant.
The menu file takes care of the top part if the Start menu. That's everything in the picture here between the Accessories folder and the GNOME Search Tool entry. The programs file is responsible for the part, labeled (obviously) Programs.
Look at the IceWM FAQ for more info on editing these menu files.