Ive been using ubuntu 6 for just over a week and have been enjoying the freedom of the packet manager (being able to have all programs in one place is a life saver.) but recently many of the programs I install dont show up in the applications menu of the top bar, posing a problem as I dont know the linux executable file extension to search for it.
Just want to know what other ways are there to launch programs?
and should all programs show up in the application menu?

[edit] Also a screensaver (Kanjisaver.) wont show up in the screensavers list and openoffice draw dosnt come up either.

Try opening a terminal and typing update-menus

Not all apps will have a menu entry. There is a way to add them but I am only familiar with KDE and IceWM. I think in Gnome there is a menuconf tool. Try searching the Ubuntu wiki.