The administrative Tools folder is in fact a sub-folder of the Documents and Settings\All Users\Start Menu\Programs folder, but dragging it or moving it around your computer might cause it to stop functioning.

There are 2 methods of adding the Administrative Tools folder to the Quick Launch toolbar:

1. One method is by dragging it from the Control Panel folder, and NOT from the Programs folder.
    
2. The other method is by editing the registry.

Follow these steps to add the Administrative Tools icon to the Windows XP/2003 desktop by editing the registry:

1. Open the Registry Editor click on the Start button on your taskbar, then click on Run and type "regedit" and click on OK to start the regedit utility.
    
2. Expand HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\Desktop\NameSpace (see picture 1).
   
   

   Picture 1

3. Create the key: {D20EA4E1-3957-11d2-A40B-0C5020524153} including the brackets.
    
4. There is no need to reboot. Just wait a few seconds and see how the icon appears.

Note: As always, before making changes to your registry you should always make sure you have a valid backup. In cases where you're supposed to delete or modify keys or values from the registry it is possible to first export that key or value's to a .REG file before performing the changes.