One of the things that I love about my job is that every day I get a new problem and every day I'm happy to say I learn something new... It's why I don't up and leave to Aus (well just yet)...
Today I found out that if you include a shortcut in your Smart Device CAB Project to go into the Start Menu it will NOT replace any of the shortcut's already in place and, as you may or may not know, your Pocket PC can't show more than 7 items in the Start Menu.
So the best way I've found to ensure that your bases are covered is to place a short cut in the Program Files Folder

AND the Start Menu Folder...

Then if you want it to show up in the Start Menu you must replace a shortcut of your choice.... (In my case it was Pictures & Videos)

Why do you think there is a 7 limit? Is it to keep the Square screens happy?
Wouldn't it be nicer to add a limit dependent on your screen real estate?
(Hey, I guess, but you gotta stop with the features at some point and release it eh!)