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http://windowsxp.mvps.org/pinfolder.htm
Many of the registry tricks used in XP and Vista before it also work in windows 7
Why not put the games in the already included games folder in the start menu? You can change it to be a menu instead of opening the Games Explorer window.
This.
Don't you see the Games right there on the menu? It has a little arrow and expands? I've installed a few games and they've all got their shortcuts in there. I imagine if a game doesn't automatically put it's shortcut in there, you could create a shortcut and drag it into there in Explorer.