How to add a program to the applications menu?

[Chris G]

I have just installed the (UK) Inland Revenue "Basic PAYE Tools" on my
xubuntu 10.10 system, it works well and much faster than the Windows
version did in VirtualBox.

However it has sullied my desktop by sticking an icon there and anyway
it's often hidden because I don't believe the desktop is the place for
starting programs from.

It hasn't installed itself in any of the menus, is there any reasonably
straightforward way of making custom additions to the program menus?  Or
is the only way to install something somewhere down in /etc/xdg/menus?

-- 
Chris Green