davidw - it took me a while to figure this out, so I thought I'd share it. Here is a hint how to add things to the windows start menu:
set groupname SomeCompany
set progname MyProgram
set programs_menu [registry get {HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders} Programs]
set menu_dir [file join $programs_menu $groupname]
file mkdir $menu_dir
file link [file join $menu_dir $progname] $realfilename