Either make them yourself or reinstall windows over your current installation (although in the second case many things won't come back).
It's not difficult at all to reconstruct the whole start menu, or edit it to your likings. Easiest way is using a dual panel filemanager which is able to pipe the linking command to a keyboard shortcut (Total Commander which is a nonexpiring shareware and loaded with every feature one can imagine comes strongly to mind).
After that you just have to open the /program files folder to the left pane, and on the right the folder /documents and settings/%USERNAME/Start menu and then starting picking whatever you want to show there and hitting the keyboard shortcut you have defined (on Total Commander the command which must be piped is named "cm_CreateShortcut").
If you have multiple users then you have some other /Start Menu folders to work with, or if you don't mind you can create all the shortcuts to the /all users/start menu folder.
A less laborous way than the above is being careful when you delete things...