Whenever I download anything (audio, video, app. whatever), it automatically shows up in the start menu.

My system runs on Windows XP (2002 ver).

If anyone has an explanation of why this happens and how to stop it, I would greatly appreciate it. Having everything listed in the "All Programs" section of the start menu gets annoying.

Sounds like your saved folder is in a weird place

Delete LW's preferences folder when LW's properly closed. Instructions are in points 2 & 3 below. If you've only used more recent LW versions (4.9.34 or later) then the folder will be in point 3's location only. If you have used earlier versions, you could have a folder in both places.

Deleting this folder will revert the location of your saved folder back to default (C:\Documents and Settings\your username\Shared).
It will also kill your settings within options...you'll have to go thru & reset things afterwards