Adding Windows executabble to XP App Folder

I'm using Parallels V5.0. How do I add a new program to the "Windows XP Applications" folder that resides on the right side of the doc? I know that Parallels built the "apps" that currently reside in that folder as part of either its installation, or "Parallels tools" installation. As I've added a few windows applications after installing Parallels V5, I'd like to add them to that list.

Thanks,

Jerry Jankura