organizing program "folder"/"menu"

[bossmansmith]

probably just me being a noob, but i finally have my treo setup and just put on smallmenu plus for cascading menus

my question is this - how do i create subfolders or whatever you would call it (like the one that says games) and move some of my programs to it. (to explain more i click on start go to programs and there is a games folder (link, whatever) i click on that and there are 2 games in there, however i dont see this games folder in the resco explorer)

i am trying to create other "folders" to hold programs so the cascading menu is useable (example: interent, utilities, games, etc.)

thanks for the help