A very helpful thing that I came across by accident one day when using Win 95 with the IE4.01 SP1 desktop update (i.e. Win98 without the bugs).

Under the old Win95 you could drag and drop items to the Start Menu but you had to 'Explore' it to organise them. Now if you just drag and wait the menu opens and you can place it exactly where you want it, deep into the structure.

Also, you can right click on an item anywhere within the start menu and get properties etc.

An excellent thing which makes the upgrade worthwhile.