In some circumstances running in classic mode is essential, especially on slower/older machines. As for adding applications to the Start Menu, if you have a look at your Folder Redirection configuration (within Active Directory), it'll read something like this:
We run Windows XP with redirected startup menus as part of a mandatory profile. The start menu is set to classic for some reason (LEA config perhaps?).. anyway a member of staff has asked for the standard XP start menu with the top 5 programs put in there.