In ClassicShell I tried to create a new folder in the Programs menu and move several items from the Programs folder into it like I'm used to doing with the native start menu on Win XP. This resulted in dead links in the Win 8 Metro page. I didn't want the side-effect of invalidating the Metro page (some people might not care) so I moved the items back where they were and deleted the folder.
Instead, I created a custom item pointing to a new folder I created in my documents folder, with folders under that for the each submenu that I wanted. I then COPIED (not moved) only the folders and links that I wanted from C:\ProgramData\Microsoft\Windows\Start Menu into my folders, thus leaving the system start menu unchanged. For me, this is better anyway. I can put only the items I want in my menu and not have it constantly messed up with a bunch of menu items from inconsiderate installers that put lots of items in the system start menu without asking if they should, or where they should go.
I'm reporting the dead links as a bug, but it may not be worth fixing since there is such a nice workaround. However, the documentation should warn users that if they change the menu structure in the Programs menu that it may invalidate system links on their Metro page, so they may want to create a custom item menu instead.