Go here http://www.stardock.com/products/objectdock/
and download the free one.
Run the program and it will place a dock on your desktop like in the video on this page http://www.stardock.com/products/objectdock/learn.asp
Ok now drag your games folder in the start menu to the dock (not the games explorer but the folder located in C:\ProgramData\Microsoft\Windows\Start Menu\Programs\Games)
Ok now the folder will be on your dock. Right click on the folder in the dock and click "Dock Entry Properties" then check the box that says "Show folder in a menu" and click ok. Now click on the games folder in the dock and it will be like the start menu listing everything in the games folder. Try clicking on some of the games that came with windows and you will see that they will not open and probably give you an error message. You can do the same thing with the System Tools and Accessories folder and some of the programs won't work.
Ok now right click on that games folder in the dock again and click "Dock Entry Properties" then UNcheck the box that says "Show folder in a menu" and then click ok. Now click on the games folder and now this time instead of the menu you will have it open a new window with everything in the games folder. If you try and run the games now they run fine.
For some reason it just won't work with the menu.