NB: This post was written about Sitecore V6.6 – if you're using Sitecore 7.5 you should look at the updated version instead.
Ever gone through the steps to create a new Application in the Sitecore "Start Menu", but had it not appear despite refreshing? I wasted an hour of my afternoon scratching my head over this issue recently, so I thought I would write down what I went through in case anyone else hits the same issue...