A wizard is run at first start that asks you several questions.
The process is a little bit complicated though but the end results justify it in my opinion. The Vista Game Explorer Editor is a program that aids you in changing the contents of those entries that show no boxart so that the overall display looks much better in the end. The difference between supported and unsupported games is visible and it would be much nicer if there would be an standard display for all entries. Boxart is displayed for some games while only the icon is displayed for others which somewhat makes the menu look ugly and out of shape.
I like the Windows Vista Games menu that display a list of installed games on your system, games that Windows Vista recognizes as games that is.