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Avoid Windows Start Menu from Closing Automatically after clicking an item

The Windows XP Start Menu has a default behaviour of closing automatically when a menu item is clicked. This default behaviour can get very annoying when we want to open more than one program from the start menu.

Let's say we want to open Calculator and MS Paint. We navigate to Start >> All Programs >> Accessories, and click on Calculator to open it.
The problem is, when we click on the Calculator menu item, the entire menu closes. Now to open Paint, we'll have to navigate from the Start button again.

Wouldn't it be much better if the start menu does not close in the first place? In my opinion, it will be obviously less annoying if the start menu persists after an item is clicked.
And the solution for that is very simple.

Solution: (Note - I have tested this on Windows XP only)
When clicking a menu item just press and hold the SHIFT key. That is the trick. To test it, go to Start >> All Programs >> Accessories, press & hold the SHIFT key and click Calculator.
The menu does not disappear and the Calculator program opens in the background.
Now you can proceed to click other items without the need to start again from scratch.

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