Alternatives for those not wanting to mess with the Registry:
a) Add a shortcut to Notepad (or whatever) to your 'send to' folder: C:\WINDOWS\SENDTO.
This shortcut will now appear in the 'Send To' menu that appears when you right-click on a file.

b) If you just want to be able to edit particular types of files (eg .dat) in Notepad, then you can add 'Edit in Notepad' as an available action for that file type.
To do this:
- open windows explorer, and select View | Options from the menu
- select the File Types tab
- select the file type that you want to edit in Notepad, and click Edit
- click New and a 'New Action' window will pop up
- enter your action name in the first text box, eg 'Edit in Notepad'
- enter "c:\WINDOWS\NOTEPAD.EXE %1" (without the quotes) in the second text box, and click OK
- click OK to close all windows
- you're now the proud owner of a new right-click menu option when you click on files of that type.

But the registry way has the great advantage of working for all file types!