...something I forgot to add
I forgot to mention that the startmenu folder at (for example) c:\ProgramData\Microsoft\Windows\Start Menu\
has write protection. That may also be the source of the problem I had.
To 'fix' that, you have to right-click on the startmenu folder there, and uncheck the check-box that says Read-Only.
This will allow the installer to write in that folder.