Hi. I'm not sure if hata_ph's method will add folders to the program menu which you access by clicking the "Start" button. These menu items are generated from "desktop files" which are usually installed to /usr/share/applications. If you want to change one of the menu entries you need to edit (as root) its desktop file. As an example, the first few lines of the desktop file for Firefox are:
Where it appears on the menu seems to be controlled by the Categories line. Having Network in that line puts the entry in the Network menu. But changing Network to Internet puts it in a sub menu called Other(!), not Internet, so there seem to be only a limited number of sub menus available.
Anyway, I hope this will get you started. You might find something more in the Howto section or maybe someone else will chime in.