Why some sysadmins lock the start menu I don't know. It just reduces productivity when users are unable to customize the area designed to allow quick launching of favourite apps.
So if you suspect there is a group policy locking this down try this.
- Set this key to 0
HKCU\Software\Policies\Microsoft\Windows\Explorer
LockedStartLayout REG_DWORD 0
As a user you probably won't have permissions. Elevate then edit the user key below the appropriate SID in HKEY_USERS - Use the task manager to End Process on explorer.exe
- Then in task manager use File_Run New Task to re-launch explorer