Didn't work! :'(
If I place a shortcut at "C:\ProgramData\Microsoft\Windows\Start Menu\Programs\Games"
or at "C:\Users\All Users\Microsoft\Windows\Start Menu\Programs\Games", all I get is a new shortcut in Start Menu->All Programs->Games! But that does not show up in Start Menu->Games! :(
I think I was miss undestood! I'm not talking about the regular Games folder that appears as a submenu in "All Programs". I'm talking about the Games Folder that is directly accessed under Start Menu. Got it? :)
I think I've found the actual name of that folder: Games Explorer!