Afer upgrading to Win 10, I was trying to add shortcuts of my programs to the "all apps" start menu section through copying the program shortcuts to %appdata%\Microsoft\Windows\Start Menu\Programs. This worked with most of the apps but it seems that windows refused to make this work for some ones, mainly portable ones, instead of being added to the "all apps" section some of the apps just get pinned to the start menu.
The question here would be how to avoid shortcuts get pinned to start menu when I just want to add it to the "all apps" section?
I really checked tons of webpages trying to found a solution to this and just can't found anything to solve this bug (they just answered how to add a shortcut in the most common case but doesn't tell what to do when that method fails).
It was just by accident that I could find a solution, That's why I added this question to the site which I'm going to answer myself just to share this little trick.
Best Answer
Just right-click the executable in its folder, drag (with the right mouse button down) to the Desktop and select Create shortcuts here.
Then cut and paste that shortcut into %appdata%\Microsoft\Windows\Start Menu\Programs. You'll need to give permission to move the shortcut to that folder.
Apparently this is a "security" measure in Windows 10, making one do a two-step to add to that menu.