Always export or backup your registry, so if come error you can load that.
- Click Start ---> type regedit on run option
- Find HKEY_Classes_Root ---> Directory --->Shell
- Here then right click and add key ( the name up to you ) press enter
- Right click on that key and give the full path of the program which you want put at start button. Example : if you want Power DVD the full path is C:\Program Files\CyberLink\PowerDVD\PowerDVD.exe
- Check your Start Button