Your Start and Favorites shortcuts and folders are NOT listed alphabetically and new shortcuts are added to the bottom of the menu?
If you manually rearrange the menu entries or install some programs, this condition can happen. It is most prevalent when you install the Desktop Update for Windows NT 4.0, but also happen on Windows 2000.
NOTE: If you are running Windows NT 4.0, upgrade to Internet Explorer 5.x.
To correct the problem, right-click on any item in the Programs, Documents, or Favorites menu and press Sort by Name.
NOTE: You can also use the arrow keys to select an item on the menu you wish to sort and then press SHIFT+F10 followed by b.