RE: The missing start menu.
I missed it to, although I was enjoying this little toy immensely

- and then I remembered an old keyboard shortcut I learned back when the RSI was so bad that I could hardly use the mouse - {CTRL} + {ESC}. Hit those as you would {ALT} + {TAB}, and the start menu appears.
Please note, I am currently using Windows 2000 and have not ever used Windows XP, nor do I know if the keyboard shortcuts for Windows XP are the same as the ones that I am used to. But, for me, when I hit {CTRL} + {ESC}, the start menu pops up right where it would if I could see it, and I can either mouse over to it and use it that way, or navigate it using the arrow keys, which I am also accustomed to.
Thanks to the creators for a wonderful toy!!