Well firstly I just found out you can remove 'Games' as well as other items from the start menu. This can be done by right-clicking on the Start menu and then selecting properties. Then select the 'Start Menu' tab and then 'Customize. This is great as I can remove 'Games' as it is currently pointless.
I still think this should be a type of library just like pictures etc. I don't mean that games should be built into the OS. Instead, just like pictures, and music I should be able to add a game to the games library. It currently does this when you install a game from scratch, but if you already have a game on the system somewhere, that wasn't installed through windows, as many of the ones I have on my system now I had installed originally...