Click on Start button, then click on all programs, highlight the program you want to add to the start menu, go across to the right and highlight the program's .exe, right click and hold, then drag across to start menu and drop above the seperator line.
Alternatively -
When you have run the application before the .exe will appear in the start menu below the seperator line then do as DarthCake says and right click on .exe and select pin to start menu, and it will appear above the seperator line.