I often have that problem when using PSP or Bryce in WinME. I often also use Windows Mediaplayer to listen to some music while I'm working and if the start-menu doesn't come up I alt-tab to Windows Mediaplayer and maximize it. Usually the start-menu will then work again (sometimes takes a few seconds) then I can start any program I like. I also often have the explorer on so I can also start my programs from there.

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