Hi Perry,
Right click on the Music icon and select "create Shortcut". Then drag the short cut to the Start orb. You are done, except that you may want to rename it in the start menu to get rid of the word shortcut. This also requires that the shortcut you created remains in the folder you created it in.
Edit:
Here's another way that is better. It allows you to pin any folder/file to the start menu by right clicking on it.
http://www.vistax64.com/tutorials/98...in-folder.html
Paul