As of the latest update to Steam, you can now PERMANENTLY remove games from your Steam account!
Steps
- Log into Steam Support
- Select Games, Software, etc.,
- Select the game from the search function that shows up
- Select the option: I want to permanently remove this game from my account.
- Select the option: Ok, remove the listed games from my account permanently.
- Repeat as many times as you have games you'd like to get rid of.
You can browse over your entire library and choose which software you'd like to permanently get rid of. But note, once you have removed a game from your library, it's gone permanently, so if later down the road you'd like it back you'll have to purchase it again.
You'll also need to watch out for some other issues. The thread linked above has noted that if the game is part of a bundle (HumbleBundle, etc.), removing one game from a "package" may require you to remove all the games from that specific bundle.
From your Steam library, right click on a game and select "Create Desktop Shortcut."
You can then drag the shortcut onto your Start Menu. If you just drop it here, it will become "pinned" to the Start Menu, and you can access it quickly.
If you hold your cursor over "All Programs" for a couple of seconds, the menu will expand. You can then drop it into any of the folders, or leave it in the root of the "All Programs" listing.
If you want, you can also open the Start Menu's folder, and organize it with Windows Explorer. Where you'd normally type to search, type %APPDATA% and hit Enter. This will take you to the following directory:
C:\Users\(Your Username)\AppData\Roaming\
Then navigate to:
Microsoft -> Windows -> Start Menu -> Programs
Any shortcuts you drop into this folder will show up on your Start Menu, and any folders you create here will be created on your Start Menu as well.
Note that Steam shortcuts are protocol shortcuts - like links to URLs, and not program shortcuts - like links to an application. If you move your Steam installation, they won't need to be updated. However, if you uninstall Steam, shortcuts to your non-Steam games that were created through Steam will probably cease to function.
Best Answer
If you wan't to change the name of the game or the icon you can do this in the properties panel (Step 2).
If you wan't to open the game in a new window:
I've tested it for Chrome an Mozilla Firefox
Hope it helped :)