If you're using XP, do a right click on the start button, and select Explore. When your windows explorer window comes up, it should place you in your profile name(under a subfolder called "start menu" in the Documents and Settings folder. In you profile, you will have another folder called Favorites(should be right above the start menu folder), with a star in front of it. There, you will find all your saved favorite places. Click and highlight all the shortcuts, then drag them to whatever drive you want to copy them too(either floppy, or flashdrive). I personally like using flashdrives better now, because they are quicker, and you can hold a ton of data on them. I've never had them go bad like a floppy either.
J.