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How do I put a shortcut to the System Configuration Utility (msconfig) on my Start menu so you don't have to type "msconfig" in the Run box

First of all left click on the start button and go up to the top of the list as shown in a screen shot below,

Right click on one of the items you already have there And create a shortcut this would mean you have two of the same items right click on the one you just made and go to properties,

In properties window you will see URL with a link to the original icon remove that text and replace it with this text.

c:\windows\pchealth\helpctr\binaries\msconfig

Now click on change icon and change the icon to one you like,

Then click on the general tab and renamed it to Msconfig

Click Apply and OK, now test to see if it looks.