These are the questions which have been asked several times. Perhaps your question is answered here as well:

Q #1: Windows XP (with SP2) asks me about unblocking cbServer. What is cbServer?
A: cbServer is just a little application that processes PHP-scripts used in mceContacts. This will only respnd to requests from "localhost". To be sure, just block incoming cals from non-localhost to TCP-Port 5774. mceContacts will still work fine and you are on the safe side.

Q #2: Version 1.0 of mceContacts added an item in the start menu of MCE, but in the current version, there is only a link in "More Programs"?
A: Microsoft preserves two entries only in the start menu of MCE for applications of OEM-partners. "Normal" developers should not block these two items by adding their own items into the start menu. The third application which would try to add a link to the start menu would fail.
This is what Microsoft says in their MSDN: "Only OEMs should add applications to this category.".
However, if you can't live without the link in the start menu, just download and execute this registry-patch to add mceContacts to the start menu (if not already 2 plugins have occupied the 2 "slots" for links in the start menu).