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General modification
When you select an extension in HKEY_CLASSES_ROOT, the default value points to another key, lower in the list, representing the filetype (like with .jpg, it says "jpgfile", pointing to the key with that name). At this second key there's the "Shell" subkey that contains the list of actions present in the right-click menu of this file type. If there is no filetype, the Shell key is directly underneath the extension key.

So, in Shell, each key represents a right-click option. By default the default "verb" (they are called like this) is "open", or the only one present, or at last the one in the default value of "shell".

To add a new verb create a new key in the shell one, name it, change it's default value to the name you would like to see in the menu (place "&" before the letter that will get underlined) and finally create another subkey named 'command'. In this subkey's default value, place the path to any app you want (with or without arguments) then "%1" (without quotes), that will get replaced by the clicked file path. The rules for the path are the same as the ones for a shortcut.
example
This way you can add about anything like for example a new command that opens the image in another editor (pathtoeditor,space,%1: "c:\windows\paint.exe %1").

Couple of tools that do some dirty work here:
ContextEdit is a great tool to customize your rightclick menu's in all sort of ways. Just choose an existing extension and add commands. Or disable existing commands without deleting them entirely. Too bad it refuses to add commands to .exe, .dll and such...

And there's CMenuExtender; less polished, more power, actually, really good :)... play with it, lots of options (thanks pulp for this one).
Open in Notepad/Open with...
An "Open in Notepad" rightclick option is kinda nice, but best is that, as a result of this tweak, every file that's not associated with any program, opens in notepad automatically.If you want to associate some filetype, hold SHIFT and rightclick to have the "Open with..." option.

Open RegEdit, go to HKEY_CLASSES_ROOT, open the first key: "*". Underneath is a key called "Shell", if not, create it. Rightclick on this, create a new (sub)key, name it Notepad. On the right, name the value "&Notepad" (no quotes) ...or whatever you want it called (use the "&" sign to have a keyboard indicator underneath the letter after it; just be sure that it's not doubling with other rightclick options).

Then, rightclick on the Notepad-key on the left, and create another (sub)key, called "command" (no quotes). Modify the (standard) value on the right to say "Notepad.exe %1" (no quotes) and you're done.

In Windows Me, 2000 and XP notepad won't become the default opener of non-associated files this way. To have that too, a bit complicated workaround (first read completely):
You'll need to delete this key: HKEY_CLASSES_ROOT\Unknown\Shell\openas, completely. For clarity, also delete the string value "openas" you see when the Shell key is selected (will be replaced with a standard value) and to prevent a not working "Open with..." entry from appearing go to HKEY_CLASSES_ROOT\*\shellex\ContextMenuHandlers\OpenWith and delete that one completely too...

..but wait, now you don't have access to the "Open with..." dialog at all... To prevent that from happening, the info at the "Unknown" key needs to be ported to the "*" key first. This way you'll have it not only available as rightclick option for non-registered filetypes, but for all filetypes (could be useful, right ?).

So, underneath HKEY_CLASSES_ROOT\*\Shell create one more subkey, call "OpenAs" or something, and set the standard value to - for instance - "Open &with..." (no quotes). Create a new subkey to this one, called "command" again, and set the standard value to read "rundll32.exe shell32.dll,OpenAs_RunDLL %1" (no quotes). This should restore the option.
Doubleclicking an unknown filetype displays the Open With dialog. It is easy to forget to clear the Always Use checkbox if you don't want the association to be permanent. To have it unchecked by default, open HKEY_CLASSES_ROOT\Unknown\shell\OpenAs\command. Change the default value by adding a space and %2 right after the %1. Undesirable effect in 2k/XP (Me ?) - the checkbox is completely disabled.
Explore from here
To add this option, to open explorer at this specific point, to any folder open regedit and find the key HKEY_CLASSES_ROOT\Directory\shell. Create a new subkey called 'Explore'. Change the default value to something you would like to see on the rightclickmenu, for example "E&xplore from here" (the "&" after the character you want to have assigned as keyboard shortcut - or leave it out).
Create another new subkey under the key created above, name this subkey 'command'. Change the default value to say "explorer.exe /e,/root,/idlist,%i".

Command prompt here
To add this option open regedit and find the key HKEY_CLASSES_ROOT\Directory\shell. Create a new subkey called 'CommandPrompt'. Change the default value to something you would like to see on the rightclickmenu, for example "Command Prompt Here".
Create another new subkey under the key created above, name this subkey 'command'. Change the default value to say "command.com /k cd %1". For NT, 2k and XP, replace command.com with cmd.exe (though it would work anyway, but hey, just do it, ok ?).

If not showing up for drives, repeat at HKEY_CLASSES_ROOT\Drive.
Browse down quickly...
There's a nifty, advanced little tool, as pointed out by Michael Moore, called Fake! Hard to describe, site says an "utility to use in Windows popup menu for explore/browse directories and execute files. (Fake! is that I've done some stuff with a thing called ListBox to fake menus)."
Foremost, it's a real powerty. Menu titles, specific behaviour, it's all adjustable in detail. In general, imagine rightclicking a drive/folder, your custom named item(s) show up - got one here named "Browse down quickly...". You can set it up to show folders only, or files too, it shows directory structure inside your drive/folder, click a folder and it opens subfolder in menu, etc, rightclick again on an item and have some options for the item (open/explore folder, console here etc). Especially useful for people browsing their drives by opening seperate folders all the time.
Add a custom logo
With a big thanks to , who sent us this file, here's a .dll file that, when registered, lets you add your own logo in all rightclickmenu's when clicking in a folder and/or on the desktop.

Check out the details/download here!
Copy path to clipboard
..is an option to put in the sendto submenu with Microsofts powertools (see below), but can be in the main menu with a cool little app by Mike Lin, PathCopyEx. There's lots more at his place, extensions on the rightclickmenu, clipboard etc.
Copy to/Move to...
As found on John Savill's Windows 2000 and NT FAQ, here's two options for the rightclick menu that work for 9x (with IE 5!) too:

To add a "copy to" option, find this key, in the registry:
HKEY_CLASSES_ROOT\AllFilesystemObjects\shellex\ContextMenuHandlers
Select this key, rightclick and choose new/key. Name the new key 'copy to' (no quotes) or something, then go to the default value in the folder. Rightclick, modify and enter {C2FBB630-2971-11D1-A18C-00C04FD75D13}. Close regedit and it will show.

To add a "move to" option, do the same, different name (heh) and name the default value {C2FBB631-2971-11D1-A18C-00C04FD75D13}. These options obviously take advantage of functionality allready available within Windows, cause you're presented with a nice dialog to choose directions here.

Update for XP! Sometimes, when clicking one of these, both dialogs popup. Also, when doubleclicking a folder in a menu (like programs group in startmenu), both popup. Bill Wiriawan supplied a fix. Instead of applying the tweak at the key above, do exactly the same at HKEY_CLASSES_ROOT\*\shellex\ContextMenuHandlers. This will make it work properly, thanks.

And since the functionality was present already byblostas located the file responsible, providing a way to change the the text as it appears in the menu (more info here). The file is "shdoc401lc.dll", only present with IE5 installed - string resource #1895 (we get some differing item numbers using different IE versions, but you'll find it from here). Thanks.
Properties Plus
An overall useful tool to show and customize more file and folder properties from the rightclickmenu is Properties Plus. Extremely useful to toggle the system attribute, or change the attributes of multiple files (free, for all versions).
Dr. Tech pointed us to Kinko Development Zone. Among shell extensions are SizeShExt (rightclick a folder and see size and number of files displayed, free space for drives) and VersionShExt (rightclick a .dll and see version number). More cool stuff available!
Send to ?
Basically the sendto submenu is displaying everything that's in your \windows\sendto or \winnt\sendto folder. You can add a shortcut to any drive and/or folder there. Or add an application, so files will open in it. You can also add folders, this way you can browse them, can be useful for organization.
Then, Microsofts free powertools for Windows 95 (can be used in 98/Me) have some special options for this submenu. Like the "any folder..." extension, that will open a dialog asking where to copy/move the file(s) to, and you can easily browse to it, or use directions used before.

Note these powertoys are a bit outdated, options provided on this page are suiting your needs better, probably. Also, installing the sendto shell extensions will probably destroy the "send to desktop as shortcut" option within Win98. There's a fix in the form of a .reg file available. First go to control panel/software though, and uninstall the sendto items you don't need/want (too much!).
New...
ShellNew ARE (add/remove/edit - free, Win 9x/?) is a basic tool to customize the items in the "new" submenu. Very convenient!

If you'd like to do it manualy you can remove "New..." items with the registry. Search HKEY_CLASSES_ROOT for the extention you'd like to remove and remove the ShellNew key underneath. TweakUI has got this option too.
Multiple rename
Rename 'Em: "you can trim, change case, add, replace, auto-number, change extension and use advanced add to just as many files and folders you want. Rename 'Em is open-source and you can download the source code".
Split this file
Split this file is a useful tool (free, Win 9x/NT) that will let you split any file in pieces, sized the way you want (like 1.44 Mb), so you can assemble them again elsewhere, all from your rightclickmenu.
Image preview
There's a cool Japanese tool called CyottoMi, that lets you preview some common image files inside the context menu. It also displays height, width and weight. It can handle .bmp, .gif, .jpg, .ico, .cur, .wmf and .emf. Setup is japanese, but extract to a folder you want, enter setup and accept default settings will do (free, Win 9x/Me/2k).
Check translation here! While homepage seems gone, alternative for download is here.
[*toptool:] Another equally cool app called Context Viewer lets you preview various files in the context menu (doesn't support .gif, though, you could use cyottomi). The best part is that the user can define which files are to been seen in the context menu. That opens up a few doors for tweaking. Text files work absolutely fine. The app is in Japanese, but did send us a translation, which was made available at the homepage(!). But homepage is down, no clue on its future. Since we intermediated, it seems safe to provide (english) download, it's here (336 kB).
Within XP Cyottomi stopped working.., Context Viewer works, but that leaves us with no option for .gif format. An alternative (applicable outside XP too, ofcourse) is installing one of the available susie plugins for .gif decoding. [Thanks Daniel Glanert, djek and some others for providing this info - we're slow...] One that works is here. Just create a directory somewhere, put the extracted plugin in, run context viewers control panel applet. At the plugins tab, browse to your directory, restart and you're done. Find much more (links to) plugins (.png and more) here!
Alternatives. Jeffrey Chok submitted Context ThumbView. Adds a "view thumbnail" item to rightclickmenu, which expands. And last free alternative (but prepare for a lot of email by these guys...), Coffeecup Free Viewer Plus. Is mainly a image viewer, but provides this option too.
Target... (for shortcuts)
TargetOpen, by pulp (free, all versions) adds a "Target..." command to shortcuts (.lnk files). That saves quite a couple of clicks :).
Backup
A general Backup option is made available with another script by pulp. It copies to a customizable directory, also adds a custom extension (for instance, explorer.exe could become explorer.exe.org).
More power tools/Property sheets
Hey, "property sheets" are the tabs you encounter when rightclicking a file, choose "properties". There's some developers that added some functional options there, and other rightclicks you might just want...
Worthwhile, free and unintrusive, Annotater by Johannes Plachy. Adds a property sheet to the properties of a file ("Annotation") where you can leave your notes on the file!

How about an extra property sheet for icons. If inside a file Avalon Icon Library Viewer will display them and add options to extract.

And Red pointed out ImageSize - adds a property sheet for images, displaying size, color count, compression rate, lots more. Just good.
And here's Instant Version Info by Greg Lorriman. If a file has version info, it will be displayed in the rightclickmenu; when clicked it's copied to the clipboard.

Webdevelopers, take notice! CopyURL will add 3 options to the rightclickmenu for an .url file. That's 3 options/ways to clip the url and add it to your html. Worthwhile.

Once again, extending the context menu, here's an app that lets you browse folders through the context menu. Opensubfolder [free, Win9x/NT/2k/ME(?)]

If you've got Irfanview installed (here), BAxBEx has got a free shell extension for you. The Irfanview ShellExtension adds some instant conversion options to the rightclick menu.
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