im not sure what you mean by autorun menu. do you mean start menu? if thats the case, you can press the windows key, get ur start menu up, goto programs and get the folder you want to drop into, and drag / drop the icon in. usually, you gotta hold the icon, and then hover ur way to the folder.
i am on a linux pc right now, so i cant check the other, more elegant solution, as i cant navigate windows directories on red hat.
if that was not what you meant, plz clarify