if you're using KDE..........
to add desktop shortcuts (i'm going from memory here. stuck at work without my Linux.) right click the desktop->link to->(choose the proper action) IE:shortcut, link, application, etc. in the various tabs on the pop up box, give it a name, an icon, & the execute command. for instance, for amsn, you could name it AMSN, click the gneric icon box & choose another from the selections, and for command you'd put /path/toyour/amsn exectuable. (probably would be /usr/bin/amsn, but just guessing there).
to add things to the kicker menus, right click the "K" (or ugly star for 10.0)->menu editor->choose where you want the menu entry to go->add application, then use the same method as you did for desktop shortcuts to fill in the various info. click save when you're done. (that's important!) sometimes you will have to restart KDE for menu changes to take effect. or, you can type the following in a terminal from command line as user.........
if you're using Gnome or another DE, i'm sure somebody will come along & offer assistance with those.
otis