Go away "Visual Studio 2008 Command Prompt". Give me my regular command prompt
Once a program is deemed "worthy" to appear on the front page of the Start menu, Windows selects the most frequently-used shortcut as the one to appear on the front page of the Start menu.
So, for example, say you run cmd.exe 100 times from anywhere (Run box, desktop shortcut, etc.), and Windows determines it is used frequently enough to warrant appearing on the front page of the Start menu. Now, when looking at all of your shortcuts on your Start menu that point to cmd.exe, Windows knows you've used the Visual Studio cmd.exe shortcut once and the one in Accessories zero times, the Visual Studio one is used, because it is the most frequently-used shortcut, even though that's not typically how you run cmd.exe. The rules for this weighting are not public, so we don't know what happens if all shortcuts are used zero times. Some other part of the algorithm would determine that the VS shortcut is the winner.
This explains why, when you run it from Accessories, that shorcut eventually appears instead of the VS one. Eventually might have been once, might have been 10 times. Again, the exact algorithm is a mystery to outside-MS people.
Raymond Chen has a series of blog posts explaining how this works:
What determines which programs show up on the front page of the Windows XP Start menu?