It could also be a good idea to include shortcuts to programs
in the Send To folder.
For instance, if you put a shortcut to Notepad
in the Send To folder, it is always possible to view the contents of any file without using the associated program.
To do this, follow the same steps as NightShadow
described, but in step 2 right click on the preferred program instead of a folder, and select "Copy".
Usefull programs with program locations:
Windows Media Player
c:\program files\windows media player\mplayer2.exe