Hi Brave76,
Right click on the Start Orb and click on properties and click on the Start Menu Tab and click on Customize. There you will see the options available for viewing in the Start Menu. Scroll down the list and you will find Connect To - check the box. The next item is probably Control Panel. For what you want, select "Display as a Link." Click Apply and OK. They should now show up in the Start Menu on the right hand side as I assume you want them to. If that doesn't work, click on reset defaults and see if that resolves the problem. If so, you may need to then go into the customize section to redo any changes you may have made to the defaults as they will have been removed when the defaults were restored.
If that doesn't work, then let's try a more advanced method to restore the default start menu controls.
This site has an excellent tutorial on the subject which includes quick downloads which will do all the work for you so you don't have to manually modify the registry at all:
http://www.vistax64.com/tutorials/159034-start-menu-restore-missing-default-shortcuts.html. Once done, you will then need to go to the customize section (described above) to make any changes you'd done as they will be removed when it is restored to the defaults. Naje sure you use the all users option and select the appropriate version of Vista.
As far as the Control Panel goes, it is possible that it has been somehow disabled. If you can get into Control Panel another way, then this isn't the issue. If you can't get into Control Panel and get an error message, then the following should resolve both problems:
http://www.vistax64.com/tutorials/121043-control-panel-enable-disable.html. This would not apply to the Connect To option.
I recommend that the two registry entries you mentioned be left alone as given just the names, enabling them would almost certainly reduce what was shown, not increase it and likely make your problem worse than it already is. I am virtually positive that they will not resolve the problem of the missing start item entries.
Try the steps mentioned above and see if that helps - they should. If not, post back with results of what you tried and what did or didn't happen and we'll see if we can find some other way to identify the cause and resolve the problem.
I hope this helps.
Good luck!