Show Administrative Tools on Start Menu

Right Click on Start, and select Properties, and then click on Customize
Click on the Advanced tab, and in the Start Menu Items box, scroll down to the bottom
In the System Administrative Tools, either click on:

Display on the All Programs Menu
Display on the All Programs Menu and the Start Menu (may require you to log in and out again to see the entry on the Start Menu)

Click on OK to confirm your choices

If you are using the Classic Start Menu

Right Click on Start, and select Properties, and then click on Customize
In Advanced Start Menu Items box, check the Display Administrative Tools (should be first item in list)

Click on OK to confirm your choices