To tell you how to make menu changes/desktop shortcuts we need to know what WM/DE you are running, such as Gnome,KDE or fluxbox.
Gnome or KDE both have control centres from which you can make these changes i believe.
to add desktop shortcuts you're going to need to isntall fbdesk or some other desktop shortcut program, and edit ~/.fluxbox/fbdesk.icons
to edit the fluxbox menu, you need to edit ~/.fluxbox/menu
both are in a pretty self explanitary format.
note: you can run XMMS and most day to day programs as a regular user, no need for root, just invites trouble