Windows start menu trick?

[#1]

I'm sure I've seen in the past a trick where if you wanted to open multiple programs/files you could do something that left the start menu open after each one. You'd use this for example if you wanted to open multiple work documents. I've tried all the likely shift, ctrl etc combinations.
Am I imagining things or does anyone know how to do this? I'm on Windows 7 - it could be I'm remembering something that was in an earlier version.

[#2]

I've never seen this in any version of Windows - so far. That's not to say it doesn't exist or there's a third party program for it. But it was one of the major things I missed when moving from RISC OS on Acorn computers with a three button mouse where the middle button opened a menu a right-click left the menu open for further selections.
The other thing I missed was the ability to Shift-Click on a windows close icon to have it temporarily minimised to the desktop.

[#3]

iirc that went out with xp sp 2,
certainly I haven't seen it since then although it was (and still is something I can do on my xp-sp1 junk machine ) I haven't actually bother with it though since xp and the ability to just task bar frequent use stuff and open it from there, with 7 & 8.1 its a necessary evil to have half of the stuff I want on the desktop though (I hate cluttered desktops)