I'm not sure that I understand you, however if it is simply the case that icons on your start menu are slow to appear, then the following may help...
Windows caches all icons for files into a single image list. Once an icon is added to the list, it normally remains on it until you log off. The system image list can be reset, for instance, if a file association changes but this should not occur routinely.
If the system image list is being reset, then rogue software is the most likely cause - do you have some sort of icon manager installed?
Even if the system image list is being reset, I would not expect this to be a massive problem unless your anti-virus software (real-time scanning) is faulty.