Do It Manually.
I am a minimalist, I don't care for a cluttered desktop. I use five folders directly on my desktop; Audio, DVD Video, Games, Graphics, and Programs. My start menu "ALL Programs" is virtually emptied out on a regular basis. Inside each folder is subfolders. Such as under Games is; Adventure, Arcade, Cards, Crime, DOS, Inet, Puzzles, RPG, Simulations, Sports and War. So my desktop has 5 folders and a recycling bin.
Now every so often I sift through my drive and do house keeping. But my best advice is to move the shortcuts right after install to your desktop folders. There isn't much out there to assist you in house keeping on a PC. I have seen my fair share of programs that claim to do program maintenance but in fact have no clue where to place shortcuts. In fact, some are so destructive to the point they will butcher your system. Other people I know have switched their explorer shell to something else that appeals to them and it would just stress me out to have to program my desktop. A good friend at work has a solid black desktop no shell, no wallpaper. He uses the task manager to run programs, which he closes down after the program executes.